The ending where Feena and Reah leave for a higher plane of existence. "Promise that you'll always remember the girl in me." The sad music "A Still Time" intensified it.
Chester pulling a Heroic Sacrifice and destroying Galbalan (along with himself), and leaving Elena behind, who then gives an oath to him that she'll stay strong without him.
Yunica's Heroic BSoD where she blames herself for Feena being captured and almost gives up before Roy tells her where she can find her father's sword. It doesn't end there as her father's spirit tells her that, as a soldier, his only regret after dying in battle against a Worthy Opponent was leaving her behind.
Hugo: Why?! Why did you go through all this... for me?
Epona: ... I, don't actually know...
Even more painful was Feena and Reah sealing the Black Pearl in Toal's route. He's lying wounded and exhausted on the floor, begging them not to do it as they sacrifice their wings to stop Darm. This is made even more painful by the fact that it was implied that he'd found another way to stop the demons earlier but hadn't had the opportunity to explain his plan before the end.
The death of Captain Barbaros, especially in that he leaves behind a wife and daughter.
The Wardens of Evolution themselves. They were basically chosen as the only survivor of their races to watch it being wiped out by the Lacrimosa so a new race can evolve from their ashes, only to watch that race eventually get wiped out so another race evolves, only for that race to wipe out and so on, and they can do nothing about it. They can't even join their race in death as the wardens are immortal and are destined to watch this cycle for eternity. All of them have pretty much given up fighting against the Lacrimosa and feel like any attempts to fight it won't lead anywhere and everyone should accept it.
The final fate of Dana is bittersweet. She sacrifices her own existence to save the world from being destroyed, allowing to Maia to recreate the world. While Dana comes back as the Goddess of Evolution she can't interact with the mortal world anymore with nobody (sans Adol's team in the Golden Ending) remembering her, and it is only thanks to Maia's actions that the party remembers her and get to meet her one more time.
