End of Chrono Trigger when they say their goodbyes...
If you destroyed the Epoch, you (and the characters) know it's the last time they see eachother again. After their goodbyes a memorable tune following CT's musical theme plays the game off. 
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cmon man... i'm just about to beat lavos for the first time!
i guess its a good thing there are what...16 different endings?
I cant think of a single moment from a video game, but seeing pikmin die from drowning always made me pretty sad...with the little ghostie faces..