Devilman/Tear Jerker

In the original Devilman manga, this editor was both Squicked and misty-eyed when Akira Fudo aka Devilman gets out of the Makimura's wrecked and burned house after killing the mob who brutally murdered and dismembered his Action Girlfriend Miki Makimura (who desperately fought for her life until the last moment) in his Devilman form, weeping softly as he returns to his human state and hugs Miki's severed head against his chest. Now you know where CLAMP got their ideas for Kotori's death in X 1999.
Almost as intense is when Akira is visited by his cheeky little friend Sachiko from his old neighborhood. In an almost Elfen Lied -like inversion to all the horror, they playfully flirt almost to the point of disturbance (heavily hitting that old cultural barrier), with maybe-tweener Sachiko taunting Miki that she and Akira are 'almost lovers', and it gets Miki's dander up. But all is innocent, and he sees her off to the train station. Then all goes to hell, though not as much as in the series finale , like anything really could. Aboard the train, Sachiko and the other passengers are set upon by demons, with the train tunnel itself being the mouth or orifice of something nasty. Akira then receives a phone call telling him that his 'little friend tasted wonderful'. Akira kills the demon Jinmen responsible, but not before seeing the faces of the monster's dead victims on the back of its tortoise-like shell, wailing about the horror of their fate. Sachiko is among them, painfully and tearfully describing her horrific death, and all she has lost as a result. At her urging, Akira recognizes their fate and sees past the demon's taunts and plunges his hand through Sachiko's face, enabling him to tear off Jinmen's shell, leaving him vulnerable. As a final reminder of Akira's loss, the shell hardens with the faces still on it, including Sachiko's smashed visage. And for all this, it is only a light prelude or foreshadowing of horrors to come.
The final battle of Siren, when Kaim comes to here aid is both touching and heart tearing. She may be the villain of the arc out to kill the hero, but she and Kaim are shown sympatheetically. This is cemented when Kaim sees Selenes mortal injury, suggests they merge. Selene says she can't, because if she leads the change, they'll die and if he leads teh change, he onlyhas a 50/50 chance of survival, not including the fight. Kaim can't bear to live in a world without here and offers his life for one last blaze of glory. To ensure she does this and doesn't run away--he rips off his own head. It makes you question the very nature of the demons being faced.
Aside from being High Octane Nightmare Fuel, the deaths of Miki and her family at the hands of an angry mob of humans is more than worth mentioning. That their heads, severed limbs and torso's all end up on pikes when Devilman finds them after resolving to protect them as his reason for continuing on--just makes it worse.
From Amon manga there are deaths of two devilmen, male and female, who are burned alive by demon hunters and to the very end try to prove they're not demons. Finally they embrace each other and kiss before dying.
Death of Roku, followed by Saki's death, with his dead body in her arms and pretty much everything after that from 5th chapter of Strange Days.