Metal Gear Solid: The death of Sniper Wolf. To me she felt like one of the most realistic, sympathetic characters. This was aided by her friendship with Otacon, which changed her from a cold, emotionless terrorist into someone with depth, whose life truly meant something to someone else. Her death, as necessary as it was, mannaged to grab my heart strings.
Shadow of the Colossus. If you've played it, you know what I mean.
Silent Hill 2
I had to strain to see in the video that I was looking at James smothering his wife to death. No...no, James. You wouldn't have done that, that just isn't you. It can't be...