Sorey and Mikleo's reaction upon finding out that Gramps, the person who had raised them since they were babies, had been absorbed by Heldalf. Even worse is when they have no choice but to kill him. They understandably collapse to their knees and break down into tears in grief. Even before that Mikleo begs Rose that there has to be another way...before he armatized with Sorey in the end to Mercy Kill their Gramps together.
Alisha being forced to fight Maltran, and then again when Maltran commits suicide with Alisha's spear right in front of her.
Finding out that Edna, Little Miss Snarker and the team's Troll, had a brother who became so tainted that he turned into a dragon. She wants to find a way to cure him, but in the end is faced with the fact that she can't and is forced to kill him. Ouch. There's the reason why Zaveid is so fixated on fighting Edna's brother: it's because he told Zaveid to kill him should he become a dragon because he didn't want his little sister to suffer for it. And then there's Edna's response:
Edna (crying): "That's so selfish of him! Leaving on a journey without me! Becoming a dragon without telling me! Didn't he even think about how lonely I'd be without him?! Eizen... I... I... want to see you again..."
In a quest to obtain Zaveid's 2nd Mystic Arte, the party fights a Wyvern. Said Wyvern turns out to be one of Zaveid's old acquaintances, and the spot where they fought it was where he and his friends first set out on a journey. Now, Zaveid the only one of that band of friends who's still alive, and while the party makes light of it, it's clear that Zaveid misses his old friends a lot. The melancholy guitar that plays Zaveid's theme in the background only compounds the feels more.
Zaveid: "It's the destiny of a long-lived seraph to make many farewells."
Near the end of the journey they encounter Muse a.k.a. Mikleo's mother. She's so traumatized and locked out of the loop that she doesn't recognize Mikleo even when she looks at him. Her dialogue suggests that for her, no time has passed since that horrible day...
The ending. Sorey has to go to sleep for a couple hundred years to absorb Maotelus. By the time he wakes up, both Alisha and Rose are inevitably dead. However, he has become a Seraph and does find Mikleo in the epilogue, making it a more Bittersweet Ending than anything.
A sort of Fridge Tear Jerker. When you first meet Sergei, Rose makes up an alibi saying she has business at the local liquor store, which Sergei recognizes as "Boris' Canteen". Later, it's revealed that such a place didn't exist and Sergei made it up to catch Sorey and Rose. However, the real Tear Jerker comes from the name Boris, which is later revealed to be the name of Sergei's brother, who has recently gone missing and died in action. The fact that the first name that comes to mind to make up a lie is his brother shows just how much Sergei cares about his brother and how much he misses him.
Heldalf's backstory. He was formerly a high-ranking general of Rolance who chose to abandon Camlann in a time of great need to avoid losses in his army. This eventually lead to its destruction which then lead to the previous Shepherd cursing him with eternal solitude. He is then forced to witness events such as the loss of his entire family, people turning their backs on him and ridiculing him and babies turning into monsters in his arms. He understandably breaks down and attempts suicide multiple times, but to no avail, and the people began to fear him even more. It is even hinted that the reason why he tried to get Sorey join him was because he just wanted company. Sorey couldn't even ease his agony due to the curse and did the only humane thing he could for Heldalf: Mercy Kill him. Even by Tales standards, it's pretty depressing.
Although we don't get to hear much about her side of the story, Symmone should be noted. When her illusions fail to break the party for the last time, she breaks down in despair. One can't help but wonder just what she went through to become someone who sees no value in the world or herself and can't understand things like empathy, altruism, or Heroic Resolve.
The entirety of the Lastonbell sidequest, in which you're forced to kill a child in order to end the murders plaguing the city.
To summarize, a young girl named Margret was once able to hear a Seraph named Sindra who used to live in the city. Instead of the shrine the people used to worship her, Sindra used the city's bells as vessels for her blessing. When Margret told others that the Seraph did not reside in the shrine, they started bullying her due to the church cracking down on people who disagreed with them. This caused Sindra to become so disgusted with the townsfolk, she abandoned her duties and left. Margret herself eventually ran away and became a Hellion alongside her pet dog. When Margret dies, Sindra reappears to see her and before the girl passes, she says to her dog that they'll go find Sindra at the bells like they used to. For a game that's about saving people, it's one of the lowest moments for the characters as it's heartwrenching proof that despite their best efforts, they can't save everyone.
The game is full of Tear Jerkers just like this one, because a lot of kids die in some of the sidequests.
Everything Alisha went through in the episode 0 of the anime. She lost most of her friends by a tornado who all died in front of her, attacked by things that she can't quite see nor understand while trying to escape and watched a innocent girl and the girl's hometown swept and destroyed by a tornado with no known survivors. If Sorey hadn't found her and eventually gave her hope, who what would had happened to her if she was like that.
The anime has one in the finale of Season 1: Maltran (human in this continuity), Ian, Shiller and Rose all gathered around Alisha as she is bleeding out from her stab wound, unable to help her. Alisha, looking very near death, asks Maltran if the fighting has stopped. Maltran lies and says that it has, as though wanting to give Alisha peace in case she dies. Alisha's smile as she closes her eyes, and Maltran's face, is heart-wrenching. Alisha lives, but still.
Speaking of the anime, episode 8 has another one when Zaveid faces Eizen in battle. While most of the scene is already heartbreaking with Edna trying to stop Eizen and Zaveid from killing each other and Sorey attempting and failing to purify him, Zaveid trying to get through to Edna and Sorey that Eizen is gone now is absolutely horrible. He goes from telling them that Eizen has forgotten everything to basically reminding himself of it. The voice acting makes it clear that he doesn't want to kill Eizen but he will, for Eizen's sake.
Zaveid: He's forgotten everything. How often we've battled,the dangerous travels we went on, how often we got drunk together...You've forgotten all of it, Eizen!
