The only such moment that I’m remembering, at this moment:
Final Fantasy XIV
[spoiler]An NPC, Haurchefant, becomes a longtime supporter of the “Warrior of Light” (the player character). He’s funny and charming, and some of his interactions with the Warrior of Light are just a little flirtatious (and, as I understand it, the flirting is a bit more overt in the original Japanese dialog).
In a cutscene near the end of the Heavensward storyline, a hidden assassin hurls a spear of magical energy at the Warrior of Light. Haurchefant jumps in the way of the spear, using his shield – and his body – to protect the player character. The spell pierces his shield, and deals him a fatal wound. Haurchefant uses his final breaths to utter a few words of devotion, then dies while holding the Warrior of Light’s hand.
The first time I played through that scene, I cried.
Later on, your character is given Haurchefant’s shield as a memento. I cried again.
Here’s the entire cutscene; the attack is at about 2:00. Haurchefant - Final Fantasy XIV: Heavensward - YouTube [/spoiler]