I think the saddest part of gaming history (for me),
is when John Marston dies at the end of Read Dead Redemption, and then his son's mom dies shortly after and the son's all grown up. Quite the double-cross from the government, wanting to kill every last member of the gang he was in, him being the last link. I think it was completely unreasonable of them, considering that this man goes after all these people for the government, just to get killed at the end. I seriously cried the fist time I played Read Dead Redemption because of that.
