The ending of Twilight Princess was pretty big for me.

*SPOILER*

The whole journey with Midna by your side and then she just leaves you was pretty shocking! I didn't cry, but I felt a sense of emptiness sweep over me when I was finished. It was like "Okay...that was really fun and everything. I got every single thing in the game (literally). I'm done. Now what?"

If the next Zelda game is half as good as this game was, I'll be satisfied!