Heres a few of my picks:
Phantasy Star II
Nei: She was like one of the main reasons I played this game she was such an unusual but awesome character. I also spent a lot of time levelling up with her and buying her stuff. But then after I fought Neifirst she had to go. Another reason is that she had a very difficult life and was very lucky to befriend Rolf and Amy and the rest of the gang because the rest of society rejected her. So yeah it was a sad goodbye for little Nei.
Xenosaga Episode III:
Jin: Jin is the typical older who brother looks out for his little sister kind of guy. Even thought he and Shion (his sister) have quite and uneasy relationship he was still always there for her.
[Reveal] Spoiler:
During the end of the game he takes the rest of the party to safety and then Shion makes a very emotional apology to him and they forgive each other. Just as the future for the two siblings looks hopeful Jin decides that KOS-MOS and Chaos need help who are back fighting a whole lot of Gnosis while the others were getting to safety. Jin returns and puts up a good fight but within the blink of an eye he is pierced by a Gnosis. It was shocking because I and most people were not expecting it. Jin then laid down and died watching KOS-MOS and Chaos struggle to finish the job.
KOS-MOS: Okay hear me out first. Technically KOS-MOS didn’t really die but Namco gave the impression they wanted to kill her off in the end. While she, Jin and Chaos were battling the reaming Gnosis KOS-MOS gets severely damaged and loses her left arm then she sees a large whale shaped Gnosis headed their way.
[Reveal] Spoiler:
Seeing that Jin is now dead and Chaos is having his own problems seeling the gate she sacrifices herself and heads head on into the Gnosis destroying it completely. We then don’t see her until the credits in which KOS-MOS body is floating through space she now has only one arm no legs her skin is pale white and electric circuits appear to zapping back and forth through her eyes. It looked like she was floating around for a while too considering she quite pale the last words see says and that are heard in the whole Xenosaga series is “Goodnight” in which KOS-MOS then closes her eyes for the last time. However being an android I’m sure if Shion ever found her body she could get reactivated and receive new arms and legs but because she is now lost in another solar system its unlikely I guess.