When Yukiko killed Takahisa, as much in the game than in the anime.
If story. The moment where Vlad saved Lisette, then died after having fought 90,000 crusaders for her safety is really gut-wrenching. Especially the scene where Lisette confessed her love and answered his name, Vlad disappears and returns in his time before to be killed. He understood his death now has a meaning. It's a lot sadder when you realized that If Story is just a fictive story made for fans. So, this story didn't really happen and Vlad didn't really save Lisette.
Before Story without any doubts has a lot of Tear Jerker moment, as the story told the past of the Black Knights. If you played the original, you'll expect what's happened to them.
Every deaths of the Black Knights will make you cry. Especially Irene's and Sebastianus's deaths when we understood that Irene was apparently pregnant, so their happy ending fell.
Samson's death. Especially when we learnt that he loved Misao from the beginning and didn't hesitate to sacrifice himself for her safe.
Even if Benedictus wasn't really a sympathetic character, you'll feel bad for him as it's the only moment where he actually cared and cried over someone, making him slowly Jerkass to Jerk with a Heart of Gold.