I remember in one of my early forts when I had a married couple who were both in the army and had a single child - still a baby in fact. The baby should have had a younger sibling, but life in the wilds is cruel and the wife had suffered a miscarriage in a recent sparring session. The sadness of this still haunted her even as she fought goblins in the coming siege.
I had set up walls against most of the cliff entrances into my fort, but had left open one by the time the siege came. Which, sadly, corralled the enemy crossbowgoblins to a cliff right above my fort entrance. As they began slaughtering civilians below, I sent out my army to defend. In the dwarven tradition, the wife of this story went into battle carrying her only child.
Sadly, the army was quite untrained, and the several dwarves were quickly struck dead. One of which was the husband of this married couple. But dwarves are a hardy people in the face of disaster, and the wife repressed her sorrow and charged headlong into the goblins, a few other soldiers trailing behind. She took several bolts before collapsing, not even reaching a single enemy.
However, before she could be finished off, the rest of the army was able to inflict enough causalities on the goblins to get them to retreat (lucky, they could have destroyed the entire fort). The now widowed dwarf slowly pulled herself to the safety of her bedroom, but progress was slow and her injuries too great. It wasn't long before she fell unconscious, her healthy baby still clutched in her arms. She awoke to another dwarf helping her up to carry her to a bed to recover in. Unfortunately, she was unable to carry the baby on this dwarf's back, and in her pain she dropped it. Onto a bridge. Seconds later, it took the single step which led it into the moat. The mother slowly watched her baby drown as she was briskly carried away by the clueless dwarf.
Several weeks passed. As soon as her legs could carry her again, she fell into a berserk rage. Grabbing her trusty hammer she stalked through the halls, chasing any dwarf in her view. But even still luck was against her, and a single dog ripped her apart limb from limb before she could fell a single living creature.
.....
There are plenty of tragedies in games and stories. But with DF, knowing that this happened without scripting makes it far, far more memorable for me. Hearing about the features coming in the next version makes me giddy with anticipation.