SPOILER ALERT!!! >_<

I haven't played Final Fantasy VII yet... -_-

Definitely COD 4,where whole squad dies and i almost cried when medics tried to reanimate Cpt Price

All of those suck.

The most emotional death of any game is the ending to Lufia 2.

Meryl from Metal Gear Solid. This ending isnt ortodox, but damn - im still crying when watch that scene. Why did I give up back then? I just had idea Meryl could die.

going classic I´d say Chrono´s sacrifice in Chrono Trigger, boosted to anime proportions in the remakes. anyone who didn´t rescue him are now considered jerks, unless it was due to not knowing / getting extra ending

singularity at the ending ..it was a just beautiful.

One of the last missions on GTA 4 is a pretty big punch in the stomach... It's arguably worse that you have to choose who dies. Only you choose depending on which mission you took previously and unless you've read about it beforehand(Such as, here. :P), you had no idea that was gonna happen.
Then again the entire game was pretty depressing, so they just wanted to leave us with a bad taste in out mouths for the ending.

PS: I'm not mentioning who dies. :P
PSS: Or maybe I will- [SPOILER] either your girlfriend Kate dies or Roman dies. To make it worse, this happens on Roman's wedding. [/SPOILER]

SPOILER

Joker's death in Arkham City.

It doesn't even count as a death scene, I think...But early on in LIMBO, there's a scene where you see a girl on a wooden platform...You run over, jump on the wooden platform and it collapses, she falls through, and has a rope round her neck...

SPOILERS!!!

SPOILERS!!!

SPOILERS!!!

Eli Vance from Half-Life Episode 2

JC Denton from Deus Ex: Invisible War (possible death so it depends on the decisions in game)

Kung Lao from Mortal Kombat 9

Shepard from Mass Effect 3 (same like Deus Ex: Invisible War)

EDIT: And also Beckett from FEAR 3. Not that was emotional or epicness. That was just... brutal.

Another EDIT: Jackie from Sleeping Dogs

Andrew Ryan's death is not that shocking as the revelation itself, I almost jizzed in my pants when I found out what really happened

For shocking scene I would say Roach and Ghost's death in MW2, even though I knew what was going to happen before playing the game, I didn't expect to be that way

Another very emotional moment is Smoke's death in GTA San Andreas, I felt really bad when I killed him, cause when you get immersed in the plot, you know things could have been other way

Dont know its name but that blue girl/alien along with her race in mass effect 3

Eli Vance half life episode 2 , i wanted to just take a gun and kill everyone :@ :'(

Terry "Snakefist" Halford from FEAR 2, I guess. Depends what you mean with shocking, though. As in disturbing or "shocked that they killed off my fav character" shocking. If the latter, then I'd say Flynn from Bad Company 2. I loved that fucker.

SPOILER!

Sully's death in Uncharted 3, even though it didn't technically happen it still got to me.

I cried a little when Alyx Vance died in EP2. She was so young and full of life :(

1. Emperor Uriel Septim in Oblivion, TOTOALLY DID NOT SEE THAT ONE COMING, EVEN THOUGH HE TELLS YOU

SPOILER

Shepard at Beginning of Mass Effect 2

MOH:AA - Omaha Beach

Halo 3 ending

Alys in Phantasy Star IV

and the ending of persona 3

I can't believe no one's mentioned John Marston.
I know he's from a console exclusive, but it still makes me feel depressed as shit every time I play through Red Dead Redemption.

Also, Sev from Star Wars: Republic Commando

Darth Revan in Kotor :)

Bowser's Death in any Super Mario game XD!

i would have to say Roland in borderlands 2 considering the rest of them lived.

I didn't think Aeris dying was shocking, just sad. Wasn't really a surprise or anything.