All of Call of Duty Black Ops:
The deaths of Dimitri Petrenko and *Apparently* Viktor Reznov after serving their country and leaders well. They were avenged though I cannot do the Project Nova level ever again now. Just watching Dimitri get gassed to death and banging on the window while listening to Reznov saying; "Dimitri Petrenko was a hero. He deserved a hero's death".
Modern Warfare 2
The deaths of Roach and Ghost were shocking to me. I honestly cannot believe that they were killed so kick in cold blood by Shepherd and then thrown to the ground and had their corpses burned. Just the moment where Ghost's head rolls towards you and the music kicks in, wondering how your going to get out of this one, and then Shepherd stands over you, throwing his cigar over you. Truly sad.
Saints Row 2
Aisha getting decapitated and then Johnny getting stabbed was shocking. I knew when I saw Aisha stuck to the chair, it was only going to end badly, but the Ronin destroyed that house and Jyunichi actually stabbed Johnny in the gut and then wedged it even further. Afterwards, her funeral is stopped by Shogo and then Johnny looks at the ground, wanting to cry and warning Shogo. Glad he was buried alive, the douche.
Red Dead Redemption
Pretty explenationary. John Marston selling his friends out for his family's protection and then running from the government after being as Jack said, their 'Dog'. He was killed on his own land, protecting his family in cold blood slowly by the same government agent he worked for. Glad Jack killed him (And when I play as him, his family too), he suffered too though John would be angry as he tried to protect Jack from the world of murder.
GTA 4-The death of Roman Bellic. That was devastating. Hearing Dimitri as he runs onto the roof, saying 'I'm glad Roman's dead' and wanting in on his kidnapping, I absolutely hated Dimitri. That is why I always play the revenge storyline, so Roman can live because he is really innocent in what Niko does. I know Kate is too but she was only a friend to Niko.
GTA 4 TLAD-The death of Jim was really sad and the fact Johnny couldn't avenge him by killing Ray Boccino was annoying. I wanted to properly shoot him in the chest with a shotgun and then light him with a molotov. At least I could do that with Niko
.
Assassins Creed 2+Brotherhood-All of Ezio's family but Claudia and his mother, getting killed, and then having to carry their corpses for a funeral, was really sad. Then Ezio's then girlfriend was killed and then his uncle at the beginning of Brotherhood. All I know is, in revelations, another family member will end up dying too. It will be whoever stands on the roof with him while the logo appears in the sky.