So far the few times Nico has actually cried on his channel (though he comes close several times during the Kingdom Hearts series) is with Johnny's memories of River being erased and replaced with fake ones of Joey in To the Moon, and the death of Chiaki in Danganronpa 3, as while he is doing his live commentary of Despair Arc Episode 10, he already gets on edge watching her try to navigate Junko's death trap only to see her end up being impaled with spears when she thinks she finally reaches the end. He then starts breaking down during her final moments with Izuru. By the end of the episode he's quite clearly crying and sounds so absolutely crushed by watching her die that he can't summon his usual muster to do his outro with.
He cries a third time in Angel Beats!, when Yui moves on.
For a more joyous tear shedding, the sixth time happened during his Final Fantasy VII Remake LP the moment he saw the "sky" (in this case being the bottom of upper layer of Midgar) of Sector 7... although Nico is close to sobbing at many points in this LP in general.
The seventh time happens when Nico reaches the end of Mayumi's Somnium from AI: The Somnium Files, where her family's story pretty much broke him.
In Danganronpa V3, Nico's channel ceases to exist when Shuichi and friends put an end to Danganronpa for good. It's even more poetic if the viewer discovered his channel through his Danganronpa LPs. Thankfully, it was just a skit, but still...
While Nico normally provides a lighthearted or comedic message to go alongside a new episode, the ending of Kingdom Hearts: 358/2 Days was so heartbreaking that he only leaves three ellipses. The episode itself ends on a somber note, simply Nico reading the "Secret Reports", listening to "Lazy Afternoons", while the friendship of the main trio slowly falls apart.
Made even more sad during the credits, to avoid a copyright strike, Nico plays a fanmade lyrical version of Xion's theme in place of Sanctuary.
The entire Limit Cut portion of Kingdom Hearts III Re Mind. Watching Nico's descent into rage towards the difficult boss battles can be particularly hard for some Picky Penguins to watch, especially after some of the bosses become so difficult that Nico actually has to give up and end the episode without even defeating them. The worst offender is Master Xehanort, which he loses 107 times and causes him to admit that he doesn't even think the game is fun anymore. Even after completing the data battles, Nico can't even muster the enthusiasm to care much about the following cutscene after finishing Limit Cut.
Not one to be outdone is Data Saïx, the only data battle that beats Master Xehanort in terms of deaths at 124. Nico spends almost the whole episode trying and failing to beat him, and hearing his temper slowly coming unglued with each failure is not pleasant. In the end, Nico wins, but is left so utterly drained and broken that he can't even close off the episode properly.
In 13 Sentinels: Aegis Rim while Nico didn't outright cry, he was pretty depressed with Natsuno's and Ryoko's ending where BJ died as a Heroic Sacrifice to summon Natsuno's Sentinel and Ryoko losing all of her memories due to Tesuya Ida's manipulation with her only purpose left being to pilot the Sentinel for him despite everything he did to her.
Episode 8 of The Council of Voices ends on a very sad note. Mayuri is revealed to have been impersonated by Naia, who was responsible for killing Seven, Joshua, and Monokuma, and the real Mayuri has been dead since at least episode 5. Not only that, but Mayuri's body is discovered by the detective team, and Gundam breaks down into a full Heroic BSoD.
Gundam: Ah, I see. You're sleeping. Of course. You've been working so hard to keep the darkness at bay. Even as you sleep, your light shines so strong. As a denizen of darkness myself, I can barely look upon you, but I also know how warm and gentle that light is. I know I have nothing to fear from it, which is why no matter how much my eyes may burn, I won't look away. I won't leave you. I will keep you safe until you wake up. So, rest, my blue valkyrie. Rest for as long as you need. I'll be right here. I'll be right here. I'll be right here. I'll be right here. I'll be right here.
It gets worse when you remember that all the Voices aren't just their own individual, but also embody whoever their voice is given to in Nico's Lets Plays, which in Gundham's case would include Okabe. You're not just seeing Gundham grieve for the girl he liked; you're also seeing Okabe once again be forced to see Mayuri die, despite all the crap he went through inSteins;Gateto save her.
In Lost Judgment, Yoko Sawa's death. Even the intro is downcast, with Mr. Kitty being grim, and Nico's quiet "Oh, no..." when he realizes that her apartment was broken into by RK, and his grim realization she was destined to die.
In Episode 31 of Xenoblade Chronicles 2, Nico got very emotional due to Amalthus and Jin's deaths at the end of Chapter 9, due to feeling bad for the both of them. The tearjerking theme of Walking With You combined with Jin sacrificing himself to kill Amalthus, Amalthus himself having an Alas, Poor Villain moment by recalling his mother with his dying breath, and the chapter ending with a flashback of Malos encountering Jin abandoned in the slums of a bar, encouraging him to join him in his quest. Needless to say, this moment cemented once and for all that Nico truly loved Xenoblade Chronicles 2, despite its many faults.
Nico's reaction to Iggy's death in the JoJo's Bizarre Adventure: Stardust Crusaders react series. He sounds absolutely depressed and needs to go play with Bernie to feel better.
