I love pretty much everything about Majora Mask, but the first scene that came to mind was one of the ending scenes- the one with the Deku Butler weeping in front of his dead son.
It was an amazing way to end the game thematically. Generally, Link was able to not only save Termina, but also made their lives better and happier, whether that's giving them toilet paper, convincing them leave their job at the Post Office, teaching them an awesome dance, or getting them married to the love of their lives against all odds. In several ways, Termina was not only saved from a falling moon, but also from their various situations that made lives miserable.
Yet, there's no arguing it's one of the darkest and saddest games in the series. Link wasn't able to make everything picture perfect. The Deku kid, Darmai the Goron, and Mikau the Zora all died before Link every got to Termina. But that's how real-life is. More times than not, life doesn't have a perfectly happy ending. Loved ones leave us, friendships end, we loss things, and people pass away.
The beauty in this: while we will never completely heal, we can always keep pressing on, and there's always a hope for better times in the future, whether you're a grieving Butler, a lonely Skull Kid, or a Hero without your fairy friend.
Cut to the ending shot of Link on Epona in the Forest, the same way he started. At first he's riding slowly, then he stops, looks ahead, and the rides full-speed into the rays of light ahead.
Man, I love this game!