A few years back, I ran a WEG Star Wars campaign that lasted a few years. When one of the characters died (the starfighter pilot), it was quite a blow to everyone - after all, we had spent several hundred hours with these characters, and it was the only PC death of the campaign.
After the session, I asked the (uncharacteristically speechless) player if he wanted to assume his character had drafted a will - in particular, a holographic recording (a la Tasha Yar from ST:TNG). He jumped at the idea.
The next session led up to the funeral, at which the other players read the eulogies they had written during the intervening week. (A player who had left the campaign due to a move even sent his in for his now-NPC character to read.) After that, the deceased character's R2 droid asked the other PCs to a private meeting. The holo-projector fired up, and the player of the deceased character appeared and read the will. It was amazing.
Though tragic (in part because it was the beginning of the end of the campaign), that character's death led to the most emotional role-playing experience any of us has ever had.