Day 1: Street Fighter 2 Turbo
Day 2: Godot
Day 3: Final Fantasy VIII
Day 4: Crisis Core, Zack's journey and eventual death.
The whole game is pretty much a cacophony of sadness but it struck a cord with me because of it's main character who, in the original FF7, dies pretty quickly and generally plays a small role in the proceedings. You never really know much about him until you play Crisis Core and even though you know what will ultimately happen to him you still want to try to avoid it at all costs because in Crisis Core he becomes such a likable and well developed character.
Most games tend to be a little OTT and melodramatic when they try to draw emotion from it's audience but I liked Crisis Core so much because it felt a lot more subdued and somewhat grounded in comparision to other games like it. It never felt forced or unnatural when it came to the more emotionally charged scenes.