Etrian Odyssey/Tear Jerker

Etrian Odyssey

• Your Guild being forced to slaughter the forest folk in order to advance, for no other reason than to defend the town's tourism industry.

Etrian Odyssey II: Heroes of Lagaard

• Discovering the fate of Guild Beowulf. Not only did three of them suffer Death by Origin Story, by the time you reach the fifth floor, you discover that Flausgul is already dead at the Chimaera's claws, and Kurogane is fatally wounded. The Trust Band he gives you becomes a Tragic Keepsake.
• Scylla's Backstory.

Etrian Odyssey III: The Drowned City

• Depending on how you handle the Sadistic Choice, Hypatia or Agata's death. The only way to avoid this is by deliberately invoking What Happened to the Mouse?; otherwise, Agata either gets himself killed following your directions, or gets Hypatia killed investigating on his own.