Umineko has by far the most impactful ones for me
(SPOILER)Beato (in the Episode 4 Tea Party, and also in the Epiosde 5 Hidden Tea Party) and Erika (Episode 6 ending)

CLANNAD universe
(SPOILER)Ushio, of course, and also Tomoya

Little Busters!
(SPOILER)Haruka in her bad end

The Devil on G-string
(SPOILER)Maou

Rose Guns Days
(SPOILER)Yuuji ;_;

Agreed on all the Final Fantasy ones as well.