I cried at the end of Metal Gear Solid 4: Guns of the Patriots. The fight between Solid and Liquid. It was almost cathartic watching two people that hated each other literally beating out every last piece of hatred they had for each other. It was the perfect ending for that series. Then Kojima had to f@#$ it up by the ending after the credits rolled by. That one moment made the entire series not about Snake, but about the rivalry between Big Boss and Zero. Now, when I replayed the same scenes over and over again, I feel nothing.
The ending to Final Fantasy X made me sad. Sure I did not like Tidus all that much, but I felt sad for Yuna. Their love story did not feel contrived like Squall and Rinoa's or Zidane and Garnet's. They did not fall in love at first sight like most other characters in video games. Their love evolved over the course of the game because they spent time together, just like love in the real world.
I am also saddened by the Rachael story line from Final Fantasy VI.