The image is taken from a screenshot of the light side ending of The Force Unleashed. The video of the ending can be found on Youtube:
Although Vader may appear to be sad in the image, within the context of Vader's relationship with Galen Marek (Starkiller) it is unlikely that Vader felt sadness over Marek's death. He is more likely exhausted as a result of the hard battle he had just fought.
A brief overview of Vader's relationship with Marek:
Vader killed Marek's father when Marek was a boy, leaving him as an orphan. Vader recognized the Force in Marek and started training him as his secret apprentice with the apparent purpose of eventually using Marek to help him defeat his master, Darth Sidious (as per the Sith Rule of Two). Sidious eventually learned of Marek's existence, and forced Vader to stab Marek with his lightsaber in the presence of the Emperor. Vader secretly helped Marek survive the encounter and instructed him that Marek needed to distract the Emperor by fomenting some dissidence. With the Emperor distracted, Vader and Marek would be able to prepare for another encounter with the Emperor and defeat him.
Marek then contacted a Jedi he'd previously encountered (Rahm Kota) and eventually met with notable dissidents such as Bail Organa and Mon Mothma. Together they created the Rebel Alliance. However, Vader stormed the meeting place, arrested the dissidents, and attempted to kill Marek. Marek escaped but the rebels were taken to the Death Star. Marek then boarded the Death Star to rescue the rebels and fought Vader and the Emperor. The light side ending is as you see in the video above -- the rebels escape but Marek is killed.
This is the transcript of the conversation between Vader and the Emperor as they look upon Marek's dead body:
Vader: He is dead.
Palpatine: Then he is now more powerful than ever. He was meant to root out the rebels. His sacrifice will only inspire them.
Vader: But now we know who they are. I will hunt them down and destroy them. As you always intended, Master.
Palpatine: You must be relentless, Lord Vader. If even a single rebel survives, this alliance that we have unwittingly created will be our undoing.
Ultimately, Vader proved loyal to the Emperor and betrayed Marek multiple times. Vader's conversation with the Emperor indicates that both Sith Lords had always intended to use Marek to discover and eliminate the rebels, and upon Marek's death Vader showed little sadness over Marek.