Just like the epic scenes, I picked several scenes.
Spike Spiegel's death from Cowboy Bebop including the fight that comes before it.
Nephlite's Death from Sailor Moon. The other death scenes made me cry too, but this one was the first to do so.
Also very sad was the finale to the first season.
I'm not going to post any clips, but just say the title: Grave of the Fireflies.