The Zelda series goes hand in hand with emotion, and it's very different than the kind you'd usually expect. While dialogue between characters has existed since the second NES iteration, it's Link's character (or lack thereof) that makes the title so engaging. By keeping the protagonist speechless, it allows the player to connect with the character on an incredibly deep level. Forbidding Link's onscreen representation from responding directly to NPCs make the tone, word choice, and attitude behind every statement your own. You are Link, and the quest is yours. Such a connection creates a bond not seen in most other games. This gamer isn't too proud to admit that something always seems to get in his eye upon completing a Zelda adventure.
Yet that feeling is different from true sadness. The Zelda series has many heart-touching moments, but one that stands out is in Ocarina of Time. Upon completing the first adult-Link dungeon, it's revealed that the Sages needed to defeat Ganon are not random unknown figures, but individuals who Link interacts with. The first to be awakened is Link's old flame from Kokiri Forest, Saria. As is required to defeat Ganon, she must take her place helping to seal Ganon in the Sacred Realm, leaving behind her friends, family, and Link, whom she loves. Long lost affection, coupled with the weight of a child's innocence makes this farewell very sad. As she takes her place with the other sages, leaving Link and the others forever, the haunting words below are shown:
"Saria will always be ... your friend ..."