Tear Jerker / Mistborn: The Original Trilogy

• Sazed grieving Tindwyl's death in The Well of Ascension, realizing that for all his knowledge it provides him no comfort in the loss, his only solace to look over their research notes and reminisce on the time they had together. This, along with the events that follow, completely shatter his faith in religion.
• Preservation's death. Sazed's annotations say that if Elend had stuck around for a few minutes after the final appearance of the mist spirit, he would have seen the corpse of the man that Preservation once was form out of the mists before being buried in ash.
  • Made even more heartwrenching as his final action is desperately trying to get any scrap of information he possibly can to Elend, even as Ruin sabotages almost all his attempts.
• Also heartwarming, but in the epilogue of Hero of Ages, Spook discovering the bodies of Vin and Elend, their hands clasped together. Bonus points to Sazed, who tried to bring them back, but found that he did not yet know how.
  • That's not the saddest part. The saddest part is that Secret History reveals that Sazed could have brought them back if Elend had waited just a bit longer to go Beyond. He can't bring people back from beyond, but he can bring people who haven't gone yet. As a Lerasium-derived allomancer, Elend could wait for about ten minutes, and as a fullblown Shardholder Vin could stick around for as long as she wanted. If Elend had waited a bit longer, they could have had their happily ever after on Scadrial.
• During Book Four of Well of Ascension, the older members of the thieving crew have decided that the siege of Luthadel is doomed to fail as Lord Cett's army retreats and the Koloss approach, and make a plan to preserve the lives of the younger members of the crew by distracting Lord Straff for long enough. It's a very bittersweet moment as Kelsier's handpicked resign themselves to death, and yet stand by their honor to the last.
• Marsh. Just...everything about Marsh. To summarize: Sees the woman he's in love with choose his younger brother over him, loses faith in La Résistance and leaves it, both his brother and the woman he's in love with get shipped off to the most brutal place in the Empire where the woman dies, his brother comes back and also dies, but not before leading La Résistance to defeat the Lord Ruler while Marsh himself gets turned into a horrifically inhuman thing in what is implied to be a very traumatic experience, gets slowly driven insane by the evil god trying to destroy the world, basically becomes a Meat Puppet with just enough willpower to remain aware of the atrocities he's committing, and suffers an enormous amount of pain trying to get himself killed so it will just all end. Wax and Wayne reveals that he ultimately survives the next 300 years, and works alongside Harmony to protect Scadrial.