If you go up the hill a little bit and through the cave you can get to the dragon that did it and kill him. I've just come across this exact same thing today.

A giant came up from behind and hit me I was sent across the whole map passing through windhelm and whiteguard.
The sad thing is I saw 2 of my houses surrounded by people.
I've still to find out why

^^^ This

Not a discovery, but an involvement I guess, I met a farmer and his wife running from a dragon attack, the farmer told me they lost everything and did not know how they were going to start again, so I gave them 5 gold, with appreciation they went on their way, I continued in that area doing some hunting for the next few minutes then continued on, I found the farmers wife cowering and the farmer himself dead, I admit to feeling a little choked at that point.

You win. That's the saddest story I've ever heard.

Definitely Frostflow Lighthouse. Disgusting Falmer...

And also basically every victim of the Falmer I come across. Usually people's dead bodies inside cages or on torture racks, or the bloody remains of people on the Falmer dinner tables. Grrr.

I believe the one you're talking about is in Markarth, and she isn't quite what she seems.

The saddest moment for me was killing Astrid, I really liked her (even if she was a petty, shortsighted, and jealous blasphemer).

Id have to say the Lighthouse one really got to me, I ended up going on a rampage and killed everything I found in there as quickly and violently as possible...

Another one, wasnt a quest though and I may be off a little bit, but somewhere between Dawnstar and Winterhold along the water I had found this little makeshift shelter thing with a skeleton and a diary. I believe he was waiting for his wife or girlfriend to return. After giving up on my search for her remains hoping that she found him and they died together, I continued my way and eventually found a little boat a fair distance away from the shelter I had found with her body.... I guess something must have happened to her boat, musta hit an iceburg and probably was attacked by some creature. Kinda felt bad that they were unable to reunite =(

Ill go back later and look for this location and double check what happened.

i seen a mammoth pinned to a glacier with spears and arrows

Lydia disappeared, later on I find her dead body at the bottom of a tower. She must have fallen to her death

http://steamcommunity.com/id/TheParagade/screenshot/631857853142689549?

Pretty sure it was supposed to be an Ice Age easter egg or such. Still quite.... creepy.

Dont blame the falmer they are just snow elfs that were turned to slavery by the Dwarves blame the dwarves they did this and they released the falmer upon the would via thier dissapearing act the falmer are just mindless killing machines now. They may of done some horrible acts of cruelty on their part the falmer are as much to blame but you should put your anger to those evil dwarves!

Cicero's story is extremely sad.

When I first heard Farengars voice actor

Sinderion's corpse

I had been thinking about him all game, every time I picked up a nirnroot.

yep thats the one

Saw a bunch of burned corpses in a dungeon cell during a daedric quest..had heard some NPCs at a forge talking about some firemage that was doing bad things to people in the dungeon. I was glad that fight ended with a reverse Battle Axe beheading.

Wow, there are a lot of childish comments in this thread...
The saddest thing I've experienced in a ruin that has ghosts guarding it. When they attack, they apologize and say that they don't want to do it, or warn you not to get too close because they don't want to attack you. I felt really bad for them, for some reason.

Yaaaa I don't get it much either, unless they are under someone's control. But ya it's kinda hard to kill something that keeps apologizing to you.

Probably in the ruins of Altfand. Endrast the elf being saved by Yag the orc who sacrificed herself and the two Khajiit siblings is sadder. One tries to help his brother get over his skooma addiction and he kills him for it.

The kid waiting in the shop for his mother to return...

She never does.

There's a young dead woman in a creek, somewhere in The Reach, lying in a position that suggests killing her was the last thing that the Forsworn did to her. Nearby are all her clothes and her diary which basically says her father warned her that her favourite place was too dangerous but she just had to go there one more time.

Finding out you can harvest dogs for meat, then going into a bandit cave, reading a journal and seeing a shelf loaded with dog meat. Made me sick and I think writing about it here...well...I'm getting sick.

Doing the Dark Brotherhood quests, thinking "Ok, these guys are all merciless killers, but rather nice people, all things considered..." - and then they all die, and I have to kill half-dead, charred Astrid, and when I spend money to "improve" the new (old) sanctuary in Dawnstar, what do I get? Tortured people moaning, among which are an old woman calling me "dear" and begging me to release her... which I can't!!
-She ended up with a quick and somewhat merciful arrow in her heart when I couldn't stand listening to their cries every time I entered the sanctuary. I regret doing that questline and probably never will again. Getting Shadowmere + the armor was nice and cool - but the end of the whole thing is just too damn sad and sent shivers down my spine.

That's terrible.

I'm reminded of an NPC discussion from Mass Effect 2 between a Salarian father and his Asari daughter. He's only got about 5 years left to live. It's a very sad/touching conversation.