Saddest moments:
When I had to mercilessly 'cleanse' the sanctuary under orders of Lucien. As psycho as those guys were, they were so friendly and welcoming! It hurt me to plug an arrow in each of their heads.
When at the end of Republic Commando Sev is captured and you're forced to leave him. I actually can't play that mission without throwing my controller across the room.
When John Marston dies at the very end of Red Dead Redemption. I get so much satisfaction from killing that government guy. Then repeatedly shooting his body. Then using the explosive rifle on it.
I would have felt sad to kill Astrid, but the DB quest line wasn't nearly long enough for me to properly connect to them.