Onimusha/Tear Jerker

Takajo's last moments as she dies in Jubei's arms. Made even worse due to The Reveal that she is his mother.
The death of Gogandantess. Alas, Poor Villain indeed.
If Jubei's friendship with Kotaro is high enough, then the latter will burst in during Jubei's final battle against Ginghamphatts and end up on the sharp end of said demon's weapon for his efforts. His death scene is extremely sad.
If Jubei has a low friendship level with Ekei, the latter will do a Face Heel Turn and Jubei is forced to fight him. His death is also heartbreaking.