Spoiler alert, but much of what I am about to include has been spoiled in the thread
1. Lelouch's death, by far of anything I've ever seen. Tragic beyond belief with a mix of heroism.
2. Light's death in the anime. The amount of regret he had, you could feel it.
3. "Goku's Sacrifice" from the Cell Games. Combination of sad and inspiring.
4. Elfen Lied, when the kids kill the girls dog. The only anime scene that has legitimately made me angry.
Honorable mention: Clannad. I've only seen clips online, but even with zero context or knowledge of the characters, you can feel the feels. I can only imagine how sad it is after becoming connected to the characters.