Nier Automata
(SPOILER)2B hit me hard, but 9S in the D ending SMURFED ME UP. There was something particularly impactful about having the choice to make peace with Adam and Eve as he laid dying

Final Fantasy VI
(SPOILER) Cid's death on it's own wasn't much, but the effect it had on Celes choked me up. I also still feel bad for Cyan's wife and kid.

Shadow of the Colossus
(SPOILER) So, Aggro's death was a fakeout, but when I realized the closest thing I had to a friend in the otherwise desolate wasteland was gone, and Malus was nearly unapproachable, it made me think about how much I missed him.