Tears shed for video game charachters

WARNING: BUNCH OF SPOILERS IF YOU FOLLOW THE REDDIT LINKS.

This thread on reddit had me trying to remember which game had me so involved in their world and story that they actually toyed with my emotions.

I loved to see I wasn't the only one that was sadden by Shadow of the Colossus and the horse... it is amazing since I only played for 10mins but still the ambiance in that game made it so perfect that I was immediately attached to those in game.

Another of the comments I relate as well was the ending of Half Life 2 episode 2... which hopefully Stynky will finish one day so I could say more about it.
I'm not sure if it would have the same effect as shadow of the colossus, cause I think you really have to play through the first episodes to really get the most of it... so Stynky stop procrastinating and finish it.

Finally I had to add a comment for Baldur's Gate... for some reason I seem to be the only one genuinely enraged by the death of my dear friend Khalid. The game did great on creating party members who, given their unique personalities, you would actually end up caring for.

Any games that managed to do similar for you?
I wonder if adding Rome Total War after the death of Kanmi The Conqueror is valid.
After all his memory leaves on through my name in this Blog... I really honored such an amazing Leader that manage to take Elephants into the streets of Rome... how Hannibal should have done so.