Half-Life 2 and its subsequent episodes have done a great job of building up the characters of Gordon, Alyx and Eli, such that we're afraid when they're in danger, and we want them to live. So at the end of Half-Life 2: Episode 2, we get particularly rattled when it seems like everything is going to be alright, and the three seem to have escaped City 17 relatively unscathed. Some advisors show up preparing to kill all three of them, so Eli, out of love for his daughter Alyx, sacrifices himself, and the game abruptly ends with Alyx crying over her father's corpse. As if this wasn't sad enough, the realisation that it's now been over 5 years since this happened and we still haven't had a resolution makes it even harder to swallow; we're just left in this awkward limbo stage where it's unresolved. Though the Half-Life series loses a lot by not having Gordon Freeman speak, Valve's genius storytelling still manages to get some emotive beats going.