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.hack//SIGN has a tears of joy moment right at the end, when the players behind the game characters Tsukasa and Subaru recognize each other in the real world for the first time and joyfully rush toward each other... and for the only time in the entire series the depiction of the real world changes from drab black and white to vibrant color.
This troper still remembers a moment early in the series that still makes him mist up. The scene where, after hours of looking for a cure for a terminally ill baby Grunty and actually finding it, Tsukasa learns he's too late to save the baby. It spent its last moments whimpering in Tsukasa's hands as the disease slowly kills it.
The "Legend of Twilight" manga (not the anime), which has a similar moment to Tsukasa's grunty adventure (Indeed, it's implied that the same girl who abandoned her grunty with Tsukasa has done so with Hotaru) has Shugo and Hotaru going to great lengths and, for once, successfully managing to heal it. Later, the grunty grows ENORMOUS and Kamui shatters her spear on its hide. For those who've also read the AI Buster light novels and know how she came into possession of that weapon, the scene can be quite powerful. The mangaka even wrote in author's notes at the end of the book that once the spear shattered, the dramatic tension had shattered with it. Kamui is so broken that there's nothing else to do but let them go. YMMV on this one, though; people who aren't aware of Kamui and Albireo's past don't tend to see her as particularly sympathetic, and due to some translation-induced gender changes in the Light Novels, even then they might miss it.
Vaguely remember the girl who ditched the Grundy getting a big What the Hell, Hero? moment the second time, which kinda made the first grunty all the more tearjerking, since normally apathetic Tsukasa was duped by her in the first place, scouring the lands searching for a cure, and then it wouldn't eat it, because it was too late...
When Macha/Maha dies. The look on her face when she holds up the twig...
Somewhat mitigated when one realizes that Maha is almost immediately revived as Mia, in the games. Of course, that one gets turned on its head even later in with the revelation that Mia is the sixth Phase, and her new friends are forced to kill her. Missions after the end of the game will show that she manages to survive on after all, to meet up with Elk again. And then comes GU... Let's just say that for Maha, Death Is Cheap.
In the .hack//AI Buster light novel, the climax: The little girl NPC, Lycoris, who has been following along with Hokuto and Albireo, calmly asks him if he is going to kill her. He replies that she is just a vagrant AI, which isn't supposed to exist in the game; it's not "killing", it's just deleting an error. Hokuto isn't aware that Albireo is an administrator and Debugger, and can't understand why he would do this. As his spear passes through her, the room is altered, and Lycoris shares a memory fragment with him. She reveals that there's an intelligence at work in the game that deemed her a failure, and was trying to get her deleted. Lycoris admits that she's tired of running, and that she only wanted to become whole again. As Albireo begins to change his mind, she gives him the one thing that will give him the ability to delete her, and before he can stop it she's gone. He is so distraught by these events that he ends up quitting the company, sowing the seeds for Kamui's own path down the Knight Templar road.
A followup scene in the Legend of Twilight manga has Zefie, Aura's AI daughter created to enable the experience of motherhood, traveling through the Net Slums, which are an area of leftover data and partially deleted remnants. A girl appears before them: Zefie and the girl stand face to face for a moment. The girl asks if Zefie is seeking the end. She warns that the ending may not be as Zefie expects it, and asks again if she intends to follow through. Zefie answers that Yes, she will accept their ending no matter what comes of it. The girl smiles and replies, "I hope your ending will be kind to you... Good night." and disappears... Leaving behind a single Lycoris flower that falls to the ground. When Zefie's companions ask her what that was about, she simply replies, "She was a long forgotten piece... of some very old data." while picking up the flower. At the very last panel of the book, Aura and Zefie are shown waving goodbye, still holding the Lycoris. Who knew A Is could be so sweet?
Watching the End of the World documentaries amidst through playing the .hack//GU series after reading the Legend of Twilight manga sub/gaiden series, one heartbreaker will reverberate likely to long time fans of the series. Upon the incidents regarding Project GU, ultimately culminating in the destruction of 80% of The World's servers, CC Corp pulls the plug on the game entirely after realizing that a majority of the data was lost, but not without a final farewell event planned for all of their devoted players, luckily having the PC data intact, on the very day before the release of The World's replacement installment. Jun Banshouya, the lead commentator and host of End of the World, wandering about the streets of Mac Anu on the heart heavy, tear filled, and lamentious day, with players about saying their good byes and reminicing about their fun filled adventures with their friends, or outright cursing their woes at CC Corp, he eventually comes in contact Zefie, the daughter of Aura. Explaining to him that Aura was satisfied with being a goddess, and went back to being a normal AI to avoid attention, the effects brought about the attention of being a deity, and out of the want to be a normal being, she then vanishes herself, stating she must return to the winds as well. Her fate is ultimately known beyond that point.
In the context of Legend of Twilight, to such a happy story, giving light to an epilouge of the original trilogy, that would seem that The World would last in the hands of peace and happiness in the hands of Aura, who would have a family and seem to send off the .hack series on a good light, it appears that the world moves on, and happily ever afters never truly last forever. Since watching this, this troper is always broken by Zefie's immediate disappearance and her symbolism, as good times, and even the world, has to come to an end sooner or later in this life.