Spoilers are unmarked as per policy. You have been warned.
Winston and Peggy getting gunned down in their wedding reception. Winston is heavily wounded and cradling a bloodied Peggy in his lap. He pleads with Wei to get her out of the place to keep her safe as she "doesn't deserve this" with no care about his own fate. Unfortunately, Peggy is clearly already dead, implying Winston is suffering from some awful mixture of denial, grief, desperation, shock, and/or near-death delusion before dying himself. Right after that, we see Mrs. Chu grieving for her son's death, and you can't help but feel sorry for the poor old lady. Of course, afterward, we get to see her Roaring Rampage of Revenge, which was equal parts awesome and brutal.
Mrs. Chu wistfully reminiscences about how "Sammy" used to come to her restaurant, enjoy her cooking, and hang out with Winston. Who is Sammy, you (and Wei in-game) ask? Why, none other than Dogeyes, the perpetrator of the above massacre. He used to be Winston's best friend until the two had a falling-out and became bitter rivals. While she does not absolve him of guilt, and indeed her revenge is REALLY gruesome, Mrs. Chu does conclude that the whole tragedy was pretty much inevitable given the cutthroat and eat-or-get-eaten Triad lifestyle they both led.
Jackie. Oh god, poor Jackie. He starts getting cold feet about joining the triads after having to kill someone, and as he's closing himself off a bit more he gets kidnapped and buried alive with Wei rescuing him in the nick of time. And if that wasn't enough, immediately afterward he gets kidnapped AGAIN, tortured and brutally murdered.
Before going on the walk that leads to him getting caught and murdered. Jackie has a MASSIVE existential crisis. On one hand, he opines that he's really not cut out for an honest life; on the other, the violence inherent in the Triad lifestyle is too much for him to bear as well. It's entirely possible that on some level he was Driven to Suicide by the realization.
Wei Shen can not hold onto a relationship. They all end for one reason or another, but the real reason is that Wei Shen is not stable enough to maintain a serious relationship, and his life as an undercover cop is not conducive to long term relationships. On top of that, each and every person in Wei Shen's life who forms a close personal bond with him and decides to stick around dies without any exceptions, which acts as a deterrent for him to form romantic relationships.
