Blaze Union/Tear Jerker

The really scary thing about Blaze Union is that even with all the instances listed here, this is the version of the script that was heavily edited to keep it from being "too depressing".

Expect unmarked spoilers.

Pre-branching story

Particularly if you've already been spoiled about Garlot's true identity, the game fires these off fast from the very first chapter by having Garlot break the usual Hot-Blooded hero stereotypes, openly struggling with self-doubt and completely wilting under Medoute's criticism--and then explaining why.
- By extension, most of the other scenes that bring out Garlot's unusual sensitivity and the residual issues he's still struggling with. The fact that this is Gulcasa we're seeing in such a vulnerable state is a powerful thing.
Sleip's introduction. The way Siskier reacts to all the corpses and then Sleip's survival doesn't particularly help.
Zilva trying to get Garlot and Siskier to comply with the attempted suicide she wants, and the way the two of them talk her down.
Leon hitting rock bottom during Pandra's sacking of Tiera, and then Garlot's race to stop him from letting Pandra kill him afterward in an especially well-executed part of the story. (Though this, thankfully, is moving for very different reasons.)
Along with that last transitional battlefield before things inevitably go to hell in the final chapter of your choosing, with the whole party sitting together and talking about how far they've come, basking in the strength of their bonds.

Route A

It starts when the plans to rebel are leaked and the base is attacked while Velleman is away, putting the burden on Siskier for a risky scheme to sneak out and into the western wastelands, which sends Jenon panicking. Despite how hard Gram Blaze has fought, the Doomed Hometown trope refuses to be defied, as the party has to burn the barracks to escape Baldus' sudden attack. And as they do, Garlot and Jenon hang back for a moment to lament.
And immediately after that, Velleman's betrayal and ultimatum (along with the fact that Garlot and Jenon would have gone through with it, each for his own reasons) and Siskier's suicide.
Garlot's breakdown over this is heartbreaking all by itself.
And then it gets even worse in the next battlefield as Baretreenu first bullies her son into unwillingly killing her, then guilt-trips him over it as she dies. Garlot doesn't so much hit rock bottom here as crash headlong into it.
Post Time Skip, just when Gulcasa seems to be getting better with the help of the rest of the team, Medoute and Jenon start misinterpreting the symptoms of his PTSD as his succumbing to his demon instincts and start conspiring to betray him, although he's still desperately in need of their support.
And finally, all of the last battlefield and ending sequence, as Medoute finally turns on the party after her misadventures in voyeurism. For some, it's less the ugly argument between Gulcasa and Medoute itself and more the way Gulcasa still tries to reconcile with her afterward, then takes the high road and lets both her and Jenon go.
- Gulcasa's I Am What I Am soliloquy in particular just hurts.
Go back and replay Yggdra Union now that you understand why Gulcasa behaves the way he does there and what's been motivating the Imperial Army all this time. Demolish tissue boxes.
- And after that, go play Yggdra Unison. Get Gulcasa's ending. Demolish even more tissue boxes.

Route B

Luciana's death and dying speech. Despite being the one who wanted revenge on Fantasinia the most, she reassures Aegina that it's all right to give up if she would rather settle down with Gram Blaze, and that the most important thing to her is that Aegina be happy.
The sheer badassery of Emilia's awakening may be a bit diminished for fans of her hapless victims, Baldus and Russell.
Ordene's reasoning for deciding to refuse treatment. First, he believes that he deserves it for letting this happen to his children--but more importantly, he doesn't want Luciana to be lonely.
The bad ending. Yggdra dies, Emilia goes insane and must be killed, Aegina is stuck trying to pull Fantasinia back together with both the court and the populace against her, and most horrifically of all, Garlot breaks, something that not even the events Yggdra Union can accomplish.

Route C

Jenon's death and the subsequent events, from Garlot and Siskier's heartfelt conversation while looking for him to Jenon's own Final Speech to Siskier. The reasons why the writers decided to kill Jenon and how quickly he becomes a Forgotten Fallen Friend might make you cry, too.
This isn't a very fun route if you like Nessiah, either. Watching him and Gram Blaze turn on each other--when the Imperial Army is the first group of people he is ever accepted by and canonically comes to care for in his very long life--is in itself pretty bad; Nessiah's eventual mental breakdown in the final two battlefields is heartwrenching. Magnificent Bastard characters shouldn't have to go like that.
- And then there's the unaddressed part where Nessiah is now stuck in his decomposing true body with his sanity already fragile. It is not likely that he'll be able to create a new vessel soon. Thanks a lot for that, writers.