Unleashthegamer.com updated their article on saddest games that will make you cry. Criteria for choosing the saddest video games:

Is the story well-crafted and devoid of cheesy, tear-jerking moments?
Are the characters relatable enough to make players feel theyve developed an emotional bond with them?
Does the game discuss/debate themes surrounding depression, anxiety, loneliness, hopelessness, whether emotional or material?
Does the game contain at least one scene (preferably the ending) where players are forced to wipe at least one tear from their eyes?

Source: N4G PC 25 Saddest Video Games that Will Definitely Make You Cry