Have you ever felt sad when a character died...

[Mystic]

in a horror movie? The only times I have were:

Jamie Lloyd in Halloween 6
Laurie Strode in Halloween Resurrection
Nancy Thompson in Nightmare on Elm Street 3

[sonicdude164]

I feel sad whenever sonic dies.

[Riosan]

I don't watch horror movies.

As for games, yes, see Phoenix Wright series.

[Rius]

I don't watch horror movies. I was sad when Mithos died though. And Ramirez. And Guillo. :(