Two of the most emotional ingame moments for me weren't related to the story, but were of my own making.
Both happened while I was playing Skyrim. Both are long stories, so bear with me

, those who are patient will be rewarded with chocolates and a free copy of GTA V when it releases. (Just kidding..)
1. There was this beggar in Markarth, Degaine, who was a drunk and talked rudely to everyone. He asked me to steal a statue from Dibella's temple in Markarth. I was playing a thief/assassin, so I figured, why not? So I stole the statue and gave it to him. He gave me some gold as thanks, don't remember how much. Anyways, I figured he would speak nicely to me now, but nope, still the same, rude talk. So after showing my thief side, I decided to show him my assassin side

. I went to one of the towers in Markarth... and gave him an arrow through the eye

. Afterwards I looted his body.
I figured that was the end of it, but a few days later I received a letter from the Jarl, saying one of my friends had died, and had left me his money amounting to about 100 gold coins.
The poor guy had left me all he had in his will.
2. In one quest we have to help a girl in Ivarstead in convincing her parents to let her marry the guy she loves. So I helped, and her parents eventually accepted, she married the guy and moved to Riften. Me happy.
A couple of (ingame) days later, when I was in Riften, some Vampires attacked the people in the main market. I killed the vampires, but not before the vampires killed the guy and girl I helped in getting hitched.So basically, I sent them to their death when I thought I was helping them.
Stuff like this is why I love TES.
TL;DR Read it!