20+ years is safe I assume, so here I go:

The Legend of Zelda: Link's Awakening

(SPOILER)EVERYBODY. You can argue that they didn't truly exist in the first place, but it still hurt seeing everyone disappear.

Lufia II: Rise of the Sinistrals

(SPOILER)Maxim and Selan. For everybody that played the first game first, this came as no surprise. However for me this was crushing.

Final Fantasy VII

(SPOILER)Mario.

Final Fantasy X

(SPOILER)Auron's sendoff with his theme playing, but then that damn music on the Fahrenheit as Tidus fades away. Jeez.

Final Fantasy XV

(SPOILER)Noctis. Say what you will about the game as a whole, but that ending was 100% made of manly tears. It also seems to be the one consistently agreed upon good part of the game. Although it was more so the group of bros. losing a member rather than his actual death.