Majora's Mask: reuniting Kaifei with Anju.
For those that don't know, the basic story of MM is that the moon will crash into Termina in 3 days, killing everybody. You have the power to go back in time 3 days as much as you want (like Groundhog day). Now, there are a lot of sidequests, but the biggest one is to reunite Kafei with his fiancee Anju. If you do this quest (which takes all three days and requires you to be on time for everything relevant), then they get reunited just a minute before the moon comes to kill you all. After re-trying countless times, I did it and got the reward.
I then had to play the song of time and go back to the past. I still had my reward, but Kafei and Anju were apart once again. Nothing you do to help these people will ever benefit them for more than a few days, at best.
The whole game was filled with emotion; there was the postman that vowed to do his job. His job was to deliver the city's mail, and he did it. The mayor never told him to leave the city when the moon was coming down, so he stayed there, praying for a message to come allowing him to leave.
Or the deku butler that lost his son. Later, you see a gnarled old tree. Upon closer inspection, you can see that it is an old, deformed dead deku (it is rumored that the deku mask you get contains the soul of the son; the skullkid killed him to torment you). After you beat the game, you see the butler crying over the remains of his son.