Mega Man Star Force/Tear Jerker


 * Mega Man Star Force had the anime episode where Wolf Woods
 * Pat Sprigs is easily the most tragic character in the series.
 * Sonia's plight in the first game is quite depressing: her beloved mother recently passed away from a terrible illness, and that combined with her cold-hearted, greedy asshole of a manager essentially pimping out her music has left her depressed and lacking any kind of desire for music. Thankfully, things get better for her once she meets Geo.
 * There's the postgame Alternate Future from Star Force 2. It's an incredibly bleak, dead version of the main game's world where everything is cast in a permanent grayscale, and the only living beings are the destructive Apollo Flame, his power-crazed minions, a couple of sinister merchants, and a few Mr. Hertzes with rather depressing dialogue. Even worse is the music. Dear god, the music: it sounds like pure despair and hopelessness compressed in audio form. The object that unlocks a portal to that Alternate Future is even described as "Bringing a tear to your eye."
 * The really bad thing about the Alternate Future is that it doesn't even feel like you accomplish much when you've finally trounced Apollo Flame and his minions: the world is still a despair-filled shithole while Apollo Flame and friends will always be hanging around for rematches. But at the very least, he seems incapable of harming the main universe after his first defeat.
 * The ending of Star Force 3 can be heartwrenching.