Gunbuster - Pic related.
Saikano - the other girl's death, plus the ending.
Clannad(game) - "Even if I disappear, I'll always be at your side." "Welcome home."
Ai-Ren - "Let's sleep in a bit longer okay?"
Planetarian - "What do you... think about the planetarium?... That beautiful..."
Tengen Toppa Gurren-Lagann - "Aniki?"
There were many others that made me sad, but no tears were shed.