Ah...spoiler tags. <3 I hate to say that I had to skip around posts as I didn't want to get spoiled when it came to certain games (like Okami, my boyfriend liked the game and had recommended it to me). And I dislike spoilers mostly if I do plan on playing a game.
So I will avoid spoiler tags since if I use them, you'll see nothing but white in my post. xD
Lemina, that part from Chrono Cross is sad. T_T CC was a really good game, and I also thought that the part where you see Kid stabbed by Serge (really Lynx) and Serge (who was now Lynx) was distraught was also a powerful moment -- even if I admittedly don't care for Kid much, it just stood out for me as emotional...
Also, in BoF2 towards the end, the game upset me (which was odd, considering how light-hearted the game felt for the most part until the corrupted religion became involved). Really though, I was, well, stunned. Such a happy game pulled a 180 on me... I'll cut to the chase and simply say that when Tiga and Claris are killed I was shocked by the brutality of it, the members of St. Eva's church were rooting for this and cheering it on. And moments later while progressing through the dungeon, Rand's mother sacrifices herself in order to save Rand's life. Also, the part where Mina, Nina's little sister tells Nina that she'll become the great bird so Nina could continue fighting, that really just...wow. Brave girl, sad turn of events as she had sacrificed her humanity in order to do so. Seems the game developers wanted the theme of sacrificing characters to be strong in this game, as Ryu's mother pratically commits suicide just to open the gate to Infinity. :\
And PSIV deserves a mention! Alys' death from PSIV will probably be one of my top emotional game moments. I recall bawling my eyes out as a child when "Her Last Breath" started playing.
I may have gone overboard on details/spoilers here (for BoF2 anyways). I don't think I'll spoil any extra games, otherwise my post would be freaking huge. D: