John Marston's Last Stand - Red Dead Redemption
Although John Marston is just looking to settle down with his wife and son after escaping life as an outlaw, his past catches up to him in Red Dead Redemption. After making a deal with the government, the agents turn on him and show up at his farm looking to take him down. It's a fight John can't win, so he sends his wife and son off on a horse, and then walks into the guns. He does so knowing that he won't make it, but also that his family suffer if he doesn't confront the issue. What makes it sadder is that he's tried to keep his son away from the outlaw life, but John's death leads his son to seek revenge.