I just remembered a death scene that made me go D=

In Mass Effect, when you are at Feros and before you go fight the plant, you meet up with Jeong (I think I have the name right). I hoped to try to solve it the Paragon way. 'Cause I'm a softie. Out comes the pistol, problem solved.

I was surprised and a bit horrified, because I didn't think that could and would happen. I figured the Paragon way would be to smooth talk him =/

Everytime I die in a game, it pisses me off and I want to kill everyone...

Halo 1 -> Captain Keys or w/e was his name death.

Halo 3 -> Captains keys deaughter & Sergent Jonhson's deaths (it was lame but sad).

Halo Reach -> Your entire squad but one gets annihilated basically, even the main character "dies" in a standalone vs a neverending army. Pretty sad moments seeing an elite squad of troopers getting killed one by one, first unit dieing was the saddest, followed by the commander...

Gears of War 2 -> Tao's death punishment, i hardly recognized him from GoW but when i did it turned out to be sad aswell.

Gears of war 3 -> Dom's death.

Metal Gear Solid -> Grey fox's death.

Metal Gear Solid 3 -> Big boss death.

Metal Gear Solid 4 -> Naomi's death and Ending (not sure if his brother Liquid dies in the one on one faceoff, can't recall)

Final Fantasy X -> Tidus and Auron's "death" into the farplane.

Some of the deaths in COD Modern Warfare series are kinda sad too.

Sniper Wolf in MGS

I will admit I cried when Montes died in Bf3, caught me completely off guard.

Kill G-man in HL. Most shocking.

Dead Space 2's opening was rather... unpleasant.

Is this "shocking" like "woah i was emotionally attached to those pixels" or "shocking" as in "woah those pixels were just killed in a really really disgusting way which will contribute to my future criminal conviction"?
Because if it's the latter, the acid bath scene in Clock Tower 3 is a good contender.

There's a bit of a long and related intro to the murder, but here's a link:
http://youtu.be/f8NufbzZLk0?t=12m57s

Jackie's death in Sleeping Dogs. I kinda expected it, but it still made me very sad :(

Jenny in first Darkness

I see a lot already posted here that I agree with, so I'll just add this one: Cleon from The Warriors. Even though it's a foregone conclusion for anyone who's seen the movie, it's still hard to play through half the game as him and then have him bite it right at the beginning of the movie section. Fox as well, to a lesser extent.

I died while playing as Weaver in Dota2 when I was so fed with like a 15/1/10 kdr.

The death of Roland and Bloodwing in BL2. They both saddened me.

When Emil dies for the first time in Nier, I cried. Most emotional game ever. Play it. . . Now. . . Seriously.

The guy that helps you, in Penumbra Overture. The thing is, you have to kill him, though he is your only companion and guiding voice. Damn, that was brutal(at least for me)

jokers death-arkham city

rolands death-borderlands 2

doms death-gears of war 3

ghosts death-mw2

entire squad dieing at the end of mass effect 2 if you dont make the right choices

your dads death- fallout 3

The main character in Persona 3 and the ending of Gravity Bone.

SPOILER ALERT!!!!

Borderlands 2 Rolands death... ;_;

LIMBO! - every death is so shocking

SPOILER!!!!

Modrin and Legion from Mass Effect 3.

Boris death scene from Metro 2033.

The Boss from MGS 3. And ofc, Grey Fox and Meryl.

Warning, Borderlands 2 spoilers:

Bloodwing, poor girl :'(

Marauder Shields from Mass Effect 3 , I cryed at that moment

Some deaths in Borderlands 2. Not going to tell anything else, people will blame me for spoiling.

Jackie in Sleeping Dogs... I had my jaw open for a couple of minutes after that scene... and then wanted to kill every single bad guy on the map.
Also, maybe not shocking, but it got to me - The Boss in MGS3.

Spoiler alert:

The Joker : Arkham City

Alyx Vance's death in Half-life 2.. (Not sure if it was in an episode)

She did die in one part, but she was revived tho.