The first time i ever felt tied to a character was the 2 scenes in the Batman Arkham series.
These made me realize Batman is like every other person out there that lost their parents to violence. Rocksteady did a fantastic job reimaginating the death of Batman's Parents.
But i want to make an honorable mention. Ni no Kuni, the beginning, or should i say the first 30 minutes will leave you in tears and remind you on how much of a strong bond losing a mother at that such a young age with no father but your friends taking care of you. If Drippy was not lifted by the curse, Oliver/you would have been all alone with no parents.