Well, from the games that I have ever played...
CAREFUL! SPOILERS!
Valkyrie Profile 2:
Sorry, spoiler...
Alicia turns herself in to become part of the birth of Valkyrie. Ruffus simply can't of course believe this but still fights against the corrupted demigod Lezard Valeth.
Tomb Raider Legend:
Lara shoots angrily at Amanda demanding answers for her mother's whereabouts. Amanda replies with a shout that she may be at Avalon. Lara is frustrated because she has traveled almost all around the world looking for answers about her lost mother.
Final Fantasy XII:
Ashe's husband dies in battle. Ashe's attends his funeral, I think it was that, and well, it's harsh for her to accept this because she just married him and now she has to start accepting his recent death.
Final Fantasy XIII:
Snow loves Serah but she confesses to him that she is a l'Cie, a threat to the Cocoon society. Snow is shocked because she was going to propose to her and he did but even though he was angry at this confession of hers, he still loves her, regardless of what may happen and would love her to the very end.
Final Fantasy X:
At some point in the journey, Yuna decides that she needs to face Sin by doing the ritual that I don't remember, which is the true fate of the Summoner. Rikku can't accept this and tells Yuna that she really appreciates her friendship to just let her be swallowed by Sin. A sentimental scene there.
Final Fantasy X-2:
Shuyin and Lenne are murdered at their weakest moment; being trapped and surrounded by soldiers, they are slain and Lenne could not truly express her feelings to Shuyin. Shuyin's restless spirits seeks revenge by reawakening Vegnagun and use it to destroy Spira.
Another one, is well, the sad ending: Yuna is in the farplane and she hears his whistle. She struggles to find the source of it but she later finds his spirit standing there. She is happy that he is able to rest, but of course, sad that they are not back together.
I think that's all, or the ones that I liked the most...