Really easy and obvious pick, but I really felt strong melancholy at the end of Earthbound. Maybe I can't even express why very efficiently, but I'll try.
What struck me was the very end where you walk Paula home as Ness, saying goodbye to your friends, even Poo and Jeff, whom you'd probably not ever see again. Everything returned to normal, erasing the need for a superhero like Ness again in the world, obviously if there's no evil then there's also no need for heroics either. They return to their - comparatively - dull and boring lives. It might be a selfish feeling since they still got to experience what nobody else in the world could have, but it's still that kind of homecoming when the sun sets and it's time to put away the toys and the fun and games and excitement and face reality once more.
Again, didn't make me cry, but it did make me feel heavy. Wistful.
Less heavy was Rhythm Doctor, which I thoroughly enjoyed. I went into it totally blind and wasn't at all expecting some of the fun ideas some of the boss fights in the game got up to. I really wish more games did that. Kind of breaking the fourth wall but also increasing your immersion, strangely enough.
Last one, Ace Combat 2. This was my first foray into the AC series just about two years ago now, and I gotta say I fell in love with it. I've never been a lover of the idea of being a pilot, haven't got the stomach for it, but this game made me feel like a real pilot. It came as a complete surprise, but I felt powerful, in control, agile, etc. I really was shocked that there was a landing sequence as well, and landing on an aircraft carrier made me feel like I was in my youth playing Top Gun, except it was much easier. Gotta say, I felt like I was on top of the fuckin world when I successfully landed it on that carrier. It got me feeling giddy. Can't forget to mention the awesome soundtrack for that particular game.