One piece, when Robin screams to her friends to save her after being told her entire being (ever since a child) is a sin.
3rd birthday, the final cutscene of the game. Where the younger sister (eve) realizes she killed her older sister (aya) by accident. (the entire game is going back in time to try and change that event) so this time her older sister is alive, barely, and forces her younger sister to kill her, else history will become even worse than what it became. (The worst part is, the game makes YOU shoot aya, instead of it being a continuation of the cutscene.
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Both really sad, and fairly epic!!!