I've got to say the first time Roxas realizes he's not real inside the White Room. (Tidus anyone?) I thought it was a super-emotional scene barring we just spent our first ten hours of gameplay on this kid.

Then, we have to tell him "peace" so soon. It's just really sad, especially when he just gives up trying to save himself. Great shot is that KHII title screen right after this scene, too. Right after Roxas says: (SPOILER)Looks like my summer is over. I find that to be super sad and actually shed a tear.

I mean could you imagine a person telling you that you aren't and you need to just accept that Sora's presence is more useful than yours.