"I always pictured you more in a supporting role."
"... Fran, please."
Incidentally, the main character of FFXII was not supposed to be Balthier or Ashe, but Basch. He was set up to be the main character during the development process, but the Japanese audience complained that they wanted a character they would "identify with", in other words, yet another effeminate teenage bishounen - and thus, Vaan was born. It happened in other jRPGs too, like The Last Remnant (The Conqueror's design was supposed to be the main character, not Rush), and Nier (the Japanese version lets you play as Yonah's brother instead of her father).
Anyway, back to sad video game scenes. One game that definitely comes to mind is the afore-mentioned Nier. It's sometimes a bit over-eager in its attempts to tug at the player's heart strings, and it could benefit from some more "show, don't tell", but some scenes did strike home very hard. For instance:
Halfway through first playthrough spoiler:
Spoiler http://www.youtube.com/watch?v=nQAQuiugMB4. An unstoppable monster attacks Nier's village, and the party barely manages to trap it in the library's basemant, with [censored]y Kainé trying to block the door to keep it from coming back out. Nier lies stricken and Kainé's strength is giving out... and the only possibility to save the village is by letting Emil, whose gaze petrifies anything it meets, see her friend for the first and only time.
The impact of the scene got completely ruined by the fact that time got skipped by five years, you did a quick dungeon and *poof*, Kainé was back, but if you didn't know that, like me, the scene was extremely powerful.
Act II spoiler:
Spoiler http://www.youtube.com/watch?v=OAjFjpVJuBQ. You got to know Fyra as a child five years ago, when she fell flat on her face carrying a platter of fruit, and now she finally finds her moment of happiness, this is what happens.
Then of course, the main theme running through the entire game, is the question of, "how much is the love between two people worth?". Nier loves his daughter more than anything, and he'll go to any length to get her back, but in the end, does saving one life justify destroying so many others that are also simply fighting for their loved ones?
Endgame spoiler:
Spoiler http://www.youtube.com/watch?v=V6f0GuWnFZY. They were your friends and allies through the entire adventure, with Devola supplying side quests and Popola advancing the main quest, and when they 'betray' you, you're forced to fight them. Since nothing will stop Nier from getting his daughter back, he cuts through them, killing Devola. Popola, mad with grief over losing her sister, destroys herself in one last attempt to stop Nier and take him with her. The only thing that saves Nier is Emil, giving his life so the others can go on. Nier can continue his search for his daughter, but he's torn apart two sisters and in the end, is responsible for their deaths and that of Emil.
Ending A spoiler:
Spoiler http://www.youtube.com/watch?v=OYasmNzuKtg, because she can't stand possessing a body that belongs to someone else. And the entire ending that follows, which is the very definition of bittersweet, as Nier Replicant got his daughter back, but took everything away from another father and daughter who loved each other just as much as they did.
Ending B spoiler:
Spoiler Kalil and Beepy's story. Only after completing the entire game, can you understand what the Shades say, and this turns everything upside-down. Kalil's mother is destroyed by Nier and his friends, who are oblivious to what they're doing and only see the Shades as the enemy, and he's left alone. He befriends a robot he calls Beepy, and the two remain in the junkyard together, Beepy protecting Kalil, and Kalil giving friendship to the robot. When one of the two brothers in the junkyard gets killed in an accident, the other brother mistakenly assumes P-99 (Beepy's actual name) is responsible and sends Nier into the junkyard to destroy it. Nier succeeds, even when Beepy desperately tries to escape to save Kalil, and the two friends die together, not understanding why. Again Nier destroys the lives of two people who love each other as much as he loves Yonah.