Fer' me, a lot of moments in Final Fantasy XIII. That game really gets yer' emotions... o:
Also, when you find out that the main characters of a game/level you are playing are actually stuck in purgatory, defending against swarming undead in an infinite time-loop that resets upon death.
(Mob of the Dead)Also in Tales of Symphonia, when the main characters begin sacrificing themselves one by one, so that the main protagonist can press forward.
[spoiler]Don't worry, they live.
[/spoiler]
Theres more from me, a lot more... But eh, y'know. :0