Tear Jerker / Holmes on the Range

• Lady Clara's Motive Rant to her father about how he ruined her life and tried to destroy the only man she loved (which seems to give him a Heel Realization), and her clear grief over the death of her husband and co-conspirator. The Murder-Suicide that follows adds to the sadness.
• The death of Burl Lockhart as he fights alongside the brothers during the climax of On the Wrong Track.
• Big Red reflecting on the flood that killed most of his family, and how the only other initial survivor, his sister Greta, fell into the water and drowned because he got too tired to hang onto her. The brothers don't mention their dead sisters often, but when they do, there's a clear sense of loss and pain.
• Big Red's The Lost Lenore lamentations about his murdered fiancée.
• The suicide of the eponymous character in The Black Dove, and her grief due to mistakenly thinking she killed the only person who cared about her.
• The senseless Murder by Mistake of Marshal Hinkle, a racially enlightened peacemaker, in The Double-A Western Detective Agency.
• In Partners in Crime:
  • The eponymous short story ends on a mostly upbeat note, but it can be sad watching one of the long-suffering daughters of Klaus Winter silently crying after her plan to escape from his tyrannical household (albeit with dishonestly gained money) is exposed.
  • "My Christmas Story" features the death of a young man who was traveling home to see his mother and the rest of the family on Christmas, dressed in a Krampus suit to keep warm, and is mistaken for a monster and shot by a frightened man, who then proceeds to dispose of his body like garbage to hide what happened