YouTube - Mega Man Music - Cutman Sonata
Cut Man is a robot designed for cutting down trees, a service he would provide for human beings. Then suddenly Dr. Wily takes control of him and forces him to stop Megaman, who is forced to kill him. When you think of it, Cut Man is just an innocent pawn in a whole mess much bigger than himself. It's all pretty tragic, really.

Yes, I have issues.

Super Mario Bros 2 Ending
Jump to 00:32

Luigi's Mansion - Outside
Maybe more creepy than sad, idk. Gives a feeling of serenity anyway, which is sad I guess.

Silent Hill 1 Not Tomorrow. (don't click if you haven't played the game, spoilers a'hoy.)

Chrono Trigger- Wind Scene