I am just going to paste my post from "Favorite Video Game Endings" since the same logic applies here.
I). Shenmue I and II - I cannot for the life of me choose between these two endings. The first game's ending had me in tears; leaving behind so many characters I had grown to care about (especially Nozomi). Yet there was this sense of hope and excitement in the air. As if my journey had just begun.
Shenmue II left me with the same sadness that I felt in Shenmue I when I departed for Guiling. All the friends I had made, once again, I had to leave behind for the sake of my journey. That's why I enjoyed the trip through the mountains with Shenhua so much; it gave me time to reflect. Though all of this pails in comparison to the now-infamous moment that left Shenmue fans captivated for eighteen years. A moment that shall forever stand the test of time.
II). Lunar II: Eternal Blue - Seeing Lucia go from being cold and distant to warm and loving was heartwarming. The romance that blossomed between these two was well written. You top that off with some memorable music, and you have the perfect ending.
III). Sonic Adventure 2 - Before Shadow the Hedgehog wore out his welcome, his storyline ended perfectly in Adventure 2. His development from cold and vengeful, to romantic and self-sacrificing, was executed flawlessly. Back in 2001, this ending proved that Sonic could do drama well (If Sonic SAT AM did not prove that already). The last scene after Shadow's death is heavy with emotional tension.
IV). Metal Gear Solid I-IV - It is really hard for me to choose an ending from these games because they are all so good. The first game left me with a heartwarming feeling, or a bittersweet one, depending on whether you save Meryl or not. Sons of Liberty left me feeling utterly defeated like everything I did was for nothing. The third game left me sad for murdering The Boss. The fourth game, rounded up everything nicely; finally giving Solid Snake some much-needed closure.
V). Final Fantasy X - For me, this has to be the most bittersweet ending in Final Fantasy. You kill Sin, but at a great cost, the very Aeons who fought alongside you now had to die by your hand. The characters you had grown so attached to, were now fading away. While this was somewhat rectified in Final Fantasy X-2, it does not cheapen the somber tone this game ends on. You tie this in with the ironic song "Isn't it wonderful?" And it's an ending that left me in tears.