For me its an odd one I didnt expect and happened quite recently, was playing far cry 2, and had one guy (Paul Ferenc, god rest his computerised soul, myself playing as Hakim) who had been my best buddy since my first mission, always going to him to help me on them and giving him a hand with his problems too, and he had saved me a few times too. I know it might seem strange but I had got pretty attatched to that guy, props to the developer for making my link with a character so well, particularily one that, in essence, is interchangable with any of the other characters out of there, he just happened to be the one who was chosen randomly to phone me up when I did my first mission.
Then I did this one mission and at the time I had no idea that your buddies had a sort of "3 strikes and out" system (on the xbox one i'm playing anyway, dont know if thats universal), I had only let him down twice before so when I saw the blue flare after I had finished off the remaining guys I sprinted over too him, thinking "I've got the spare injection, he'll be fine in no time"... then when he took the fist and didnt get better I was confused but thought "I've got 3 more, maybe he just needs some more this time", then a third went in and he wasnt getting any better and I thought "hey come on now this isnt funny, get up, get up!", then my character lay him back on the grass as he let out a last sigh of life and closed his eyes, what made it even more poignant were the words that came in the "achievment unlocked" message at the bottom of the screen, "goodnight, sweet prince"... I must have sat there for 15 mins in shock with tears in my eyes...