The title says it all, this is just my personal list of 5 deaths that just for whatever reason seemed particular sad for me either because emotionally they sucked or because I just felt cheated and as usual, there is no particular order. Also there will obviously be spoilers for at least 5 games.
Thane, Mass effect 2. I know its technically possible to not have him die, but his death is still sad as hell. He is a great character and despite being an assassin you couldn’t really ask for a nicer teammate. He left us far too soon.
Lavitz Slambert The Legend Of Dragoon. Ok what the hell, this is one of the first guys to join your party, quickly becomes one of your characters best friends. You spend a ton of time getting him into fighting shape and BOOM son of a bitch gets killed pretty randomly early on to be replaced by a guy that will have all the same stuff. It is essentially pointless outside of the story, which honestly could have sent the king that joined you back to the castle and left the Lavitz with you and nothing would have changed.
Lee. Ok this dude got screwed. He saves a young girl he doesn’t know after pretty much going to jail on some bullshit he shouldn’t be going to jail for. Gets stuck in the zombie apocalypse and STILL manages to be a decent human being. Gets bit by a zombie while, rescues a little girl from a crazy guy and dies. This was sad on the grounds of him being a great character and it just being unfair.
Aerith Gainsborough. Look we all know she was going to be on the list, we also all know why. Lets just move on.
John Marston. This guy got the shaft. No lube. Forced to work for the government he essentially goes on a sanctioned killing spree across half of America and Mexico to kill his former gang just so the government can gun him down in the end anyway. John must have pissed off a lot of people to get that treatment.