Horus Heresy/Tear Jerker

The Fall of Horus: The pure idealistic and utterly Lawful Good Horus becoming the Big Bad.
The ending to Ben Counter's Horus Heresy novel Galaxy In Flames, where Saul Tarvitz stands with the surviving members of the Luna Wolves and loyalist Emperor's Children, having bled the traitor armies so badly that even Horus' incredible hubris has been broken, and Horus orders his fleet to bombard the Space Marines into oblivion rather than defeat them on the ground. Even faced with complete and certain annihilation, Tarvitz and his men won.
For this troper, it was the scene where the virus bombs get dropped in Flight of the Eisenstein. Death Guard captain Ullis Temeter and Dreadnought Fal-Huron try to get their own troops to the shelters. Fal tells Temeter to get in as well, since his Dreadnought armor will protect him from the virus. Temeter tells him to eff off as he shoves one last marine into the shelter, then locks the door. As the bombs drop, Temeter realizes that Fal has a couple of cracks in his armor that means the virus will still get him anyway, and the two exchange "you too, huh" one-liners before dying. Made worse by the fact that the defining trait of the Death Guard is their resilience to toxins and disease. Hell, the fate of the entire Death Guard legion could qualify - the traitors got lost in the warp and caught by Nurgle, who made mockery of their vaunted immune systems. The loyalists become the Inquisition, arguably one of the reasons why life in the Imperium sucks as much as it does.
- Three simple words had this troper having to put the book down and go for a walk; "We are betrayed"
In Galaxy In Flames, the last parting of Loken and Tarvitz. Tarvitz says that it may be they will not meet again; Loken says he thinks there's no maybe about it. . . and then, in the scene described above. Tarvitz had desperately gotten to the Emperor's Children so that he could die with his brothers, in defiance of the breaking of brotherhood that Horus had imposed on them, but at the end, he looks about the survivors -- Emperor's Children, Luna Wolves, World-Eaters -- and realizes that he knows all their names, and that men who had been only faces to him had become his brothers.
For this troper, on the Warhammer 40K note, it would have to be the ending of the Horus Heresy novel Descent of angels where Zahariel, the hero of the Dark Angels first battle as a legion (not to mention almost 413 pages of story), is sent back to Caliban with Luther, while his cousin Nemiel stays with the main force because their Primarch distrusts psykers. Anyone who knows their fluff knows what happened at Caliban...
The short story After De'shea, where Angron is so furious over being taken from his band of rebel gladiators he can't properly form a coherent sentence. You know that this guy goes traitor and becomes the leader of the most psychotic group of warriors in an army of psychopaths, but when he's struggling with his loss over his friends, you don't see the Daemon Prince who will burn seventy sectors or doom Armageddon...you see someone who just lost the only family he ever knew. It's really sad.
Deaths of Kiron and Gythua in Outcast Dead.
Deaths of Phosis T'kar, Auramagma, Uthizzar and many of the Thousand Sons in A Thousand Sons.
- T'kar's death is one of the hardest. He butchers his way through a horde of Space Wolves and Sisters of Silence, finally reaching the legendary Constantin Valdor who calls him a monster. T'kar sees his reflection in Valdor's armour and realises he has mutated, very extremely. Before he dies he closes his eyes, sheds a tear and responds to Valdor's insult with "I know."
  - When Ahriman is told of this he realises that he did infact consider T'kar a friend, and he is hurt that it took his death to realise that.
Most of the scenes involving Argel Tal in The First Heretic, particularly straight before he orders that the Word Bearers fire upon the loyalists on Istvaan.
Solomon Demeter in Fulgrim. He is defending the Precentor's Palace and finds his fellow Istvaan loyalist Lucius fighting a squad of Emperor's Children marines. Solomon rushes in to kill them, which the two of them do easily. Only once they are dead does he realise that they too were Istvaan loyalists! Lucius is the real traitor. Before he can do anything Lucius fatally wounds him and declares Solomon, Tarvitz and all the other loyalists to be fools, and that he will not die with them. Solomon sheds a single tear as he dies and sees the skies begin to rain.
In Know No Fear, Venatus realises that the Mechanicus server has blood on her sleeves, realising that someone died, cradled in her arms.
- Later, Tawren reveals the identity of the man who died in her arms with the following words:

He was, I suppose, my husband. My life partner. The Mechanicum does not think in such old-fashioned terms, and our social connections are more subtle. But yes, captain, we were close. A binary form. I miss him. I do this for him.

- Also, Magos Uldort. She volunteered to remain at a command center that was about to be overrun by the enemy, fully aware that it was a death sentence. She nonetheless performed her duties diligently and directed all possible reinforcements to help Tawren and Venantus. Because of her, Tawren was able to retake control of the Calth defense grid, which in turn saved the remaining Ultramarines and their Primarch. The reader never sees her final moments, nor will they ever see her speak a single line. But the bittersweet triumph at Calth will ultimately be owed to her.
Hell, the entire plotline of Prospero Burns and A Thousand Sons. Two brothers, almost polar opposites, but on the same side; one tries desperately to warn their father of an impending disaster, the other begs, even as he is on the way to kill his sibling, for the other to stand down and set aside what he sees as foolish heresy. Both brothers genuinely just want the best for the other. But Daemons, distrust and plain old terrible luck conspire to see the destruction of the two most deadly threats to Horus. Just to emphasise: Leman Russ and Magnus The Red disliked, distrusted and loved each other.
Fulgrim's My God, What Have I Done? moment in Fulgrim. Right after killing Ferrus Mannus, his most beloved brother Primarch, Fulgrim realizes that everything that he took as a slight towards him from Ferrus were actually well-meant jests, and that he had doomed his Legion to heresy the moment he had taken the blade from the Laer temple.