Lots of great answers so far. I'm going to pick Draygon from Super Metroid.
That monster is super scary and dangerous, very hard to beat and a real challenge. But once you managed to beat it something unique hapens: mini-Draygons come to the dead body and drag it down into the sand. When I saw this for the first time I realized that I killed a mother and the children came mourning, and that was very strange because on the one hand I felt relieved for finally beating the fucker after a hard battle but on the other hand I somehow felt sorry and sad at the same time.
Did you know that there are two ways to defeat Draygon? Usually you beat it by shooting at his belly when it swoops down on you, but there is a hidden method as well, a very cruel and gruesome method, by frying it with electricity. It's much faster but it terrified me.
