Same one as you, Rosalina's backstory made me tear up a little bit. It was really really well done, and so unexpected in a Mario game of all places.
When first reading through Katawa Shoujo, Shizune's path (botched as it is) still hit me really hard with Misha being an aside that can't fit in, then later Rin's neutral ending also got me really bad.
Teenage me at the end of disc 1 of FF7, of course.
The ending of Signalis just recently.
And probably a lot more. FFXIV has a lot of sad and emotional moments, although none of them hit me quite as hard as some other games did.
Ugh yeah, FF7 when Aeris is killed by Sephiroth. And the scene where Cloud carries her into the water... I was bawling. Afterwards I think I just sat there dumbfounded, staring at the empty spot in my party until after like 5 minutes I turned off the game cause I needed a break to mourn. I know the graphics don't really hold up these days, but it was all to real to me as a child and it was one of my first experiences with death even though it was just a video game character.