10 Recent Video Game Villain Deaths That Made Us Cry
2. Edelgard - Fire Emblem: Three Houses
Fire Emblem: Three Houses has a lot of choices for who ends up as the main villain depending on the choice you pick.
The saddest is Edelgard, who, if you don't side with her, spirals out of control due to her self loathing and guilt over what she feels needs to be done, either finally self destructing, or turning herself into a demonic entity to burn Fodlan to the ground with her.
The latter scenario - found in the Blue Lions route - is by far the sadder due to Edelgard not only accepting her death at the end, but making it look like she was about to strike Dimitri. Doing so ensures that when he killed her, her death would not be seen as an opportunist striking down an unarmed 23 year old woman, but instead as an act of self defense from a worthy successor to the throne.
Edelgard always acted, all the way to the end, with the aim of dragging Fodlan, kicking and screaming, into the future. It only makes sense that she would choose to die in a way that would ensure that that would happen. So, in a way, even when Edelgard loses, she still wins.