Not necessarily my favorite game but this is a HUGE moment from a huge game(Final Fantasy VII) that a lot of us who played it back in the day didn't see coming. I remember it made me pretty sad, and I still think it's one of the more powerful moments in gaming.
I won't post the image direct, but you can click below:
Spoiler:http://www.ffshrine.org/ff7/fmvshots-d1/32-aeris-rests/00005.jpg