->''"Stories like this don't ''have'' happy endings."''
-->'''Benny''', Episode 15, "Swan Song at Dawn"
[[quoteright:350:https://static.tvtropes.org/pmwiki/pub/images/gretels_death.jpg]]
[[caption-width-right:350:It's beautiful... the sky.]]

* The end credits music, at least until the very end.
** The whole sequence itself really. A low shot of Revy's boots as she slowly walks along a beach, casually dropping empty shell casings, spare magazines, her holsters, and finally her favorite Cutlass pistols, before the beat picks up and she whips around with a shotgun [[SeanConneryIsAboutToShootYou pointed right at the viewer]]. It feels almost like a foretelling of the future of Revy's story, and all her friends and loved ones are dead (or corrupted) and she's given up on living, with nothing left but rage and revenge.
* The deaths of [[spoiler:Hansel and Gretel]]. Since the series usually consist of over the top action scenes where dozens of {{Mooks}} are gunned down by our heroic sociopath [[VillainProtagonist "heroes"]] without a second thought, an arc that could actually be taken '''seriously''' was a severe case of MoodWhiplash. The arc following it was so [[RefugeInAudacity over the top ridiculous]] that it actually seemed like an apology to the viewer for putting them through that.
** The worst part? ''[[TogetherInDeath That]] was about as close to a happy ending as they could get.'' The only way to improve it would be for [[spoiler: Hansel's]] death to have been less painful. That is how screwed up these two were. [[spoiler:They are little kids.]]
** There is a reason [[DownerEnding the ending of episode 15 is different from normal]]. Every time you listen to ''The World of Midnight'' tears start flowing.
** The moment it sinks in for [[spoiler:Hansel]] that he's NOT going to live and his entire worldview was a lie. He lies there in silent shock, struggles to get up one last time... and then just ''[[DespairEventHorizon gives up]]'' and breaks down sobbing, while slowly bleeding to death. Even Balalaika seemed to pity him at this point... and she's [[spoiler:the one who ''ordered for him to be killed!'']]
** The entire reason their worldview exists in the first place. Hansel and Gretel were kept alive as pets for the mafia for added entertainment in {{Snuff Film}}s, and the only reason they weren't killed with the other children is because they themselves were used as the executioners. Eventually they just accepted it with the justification that the ''entire world'' had to work that way, that their lives were extended for every person they killed. It had to work that way, right? Because otherwise, they would've had to deal with the fact that the people responsible for their terrible trauma [[HumansAreBastards were simply that evil and heartless]], and worse, that [[CrapsackWorld every terrible thing that was done to them]] [[AwfulTruth happened for no fucking reason at all]]. Their worldview was a safety mechanism. ''[[SerialKiller That]]'' [[PsychoForHire worldview]] was a ''safety mechanism.''
** The scene pictured above is a huge example: [[spoiler: the one lying on the ground, all blood-covered, is Gretel. Her LaserGuidedKarma reaches her right after she has revealed her DarkAndTroubledPast ''and'' HiddenDepths to Rock (the latter [[DoesNotKnowHowToSayThanks in an horribly twisted way]]), ''and'' had one of her biggest wishes (going to the seaside) fulfilled. An Hotel Moscow PunchClockVillain [[PrettyLittleHeadshots shoots the girl dead]] as soon as she goes into the harbor, and she dies saying that the sea and the sky are really beautiful.]]
* Worse still, the ending of the Tokyo arc, [[spoiler:the deaths of Yukio Washimine and Ginji Matsuzaki]], and Rock's apparent realization that he's one of the bad guys now.
** The omake that features Yukio and her classmate Maki can come off as this, especially after the major DownerEnding.
** That arc also gives us Balalaika's StartOfDarkness. It's especially poignant when you realize that the song playing while Balalaika decides to join the Mafia is the same song that played during [[spoiler:Hansel and Gretel]]'s death scenes.
** And it's not just the ending or Balalaika's backstory. There's also the scene with Yukio telling her kouhai Maki good-bye and asking her to take care of her mother, before she abandons her school and takes over the clan. That leaves the poor girl in tears and screaming "Sempai, sempai!" as Yukio leaves her.
** [[http://www.mangahere.com/manga/black_lagoon/v04/c022/17.html Revy's face]] when Rock tells her that despite what she thinks (that he's a normal person who could go back to a normal life) that he's just as messed up as her and right where he belongs. It's like she can't tell if she should smile or cry.
* This is anime only, but at the end of Roberta's Blood Trail, upon seeing the NighInvulnerable NinjaMaid [[spoiler:reduced to a half-blind wheelchair-bound cripple with one arm and leg missing]] one can't help, but feel sad.
* The scene in Roberta's Blood Trail where Garcia witnesses Roberta seduce a mercenary and then violently smash his head in. Garcia is crying and ''biting his hand'' as he overhears his mother figure and crush having sex. One can only imagine how traumatizing that was. [[MyGodWhatHaveIDone Then Roberta turns around to see he was there the whole time]], and she absolutely ''loses it''. It's clear from both of their reactions that this is their worst nightmare.
** It's even worse when you remember that this is their first time seeing each other since Garcia's father died, just adding to the poor kids TraumaCongaLine.
* Near the end of the Hansel and Gretel arc, Gretel tells Rock what she and Hansel went through, relaying her bleak, nihilistic philosophy about life and the world. Absolutely horrified, Rock gives her a hug and tells her that the world can be a beautiful place and should be a beautiful place, especially for children like her. Unfortunately, having had her humanity stripped from her at such a young age, Gretel doesn't respond in the most healthy of manners. Given how disturbingly common Hansel and Gretel's situation was in Ceaușescu's Romania, it made even jaded viewers feel something in their eye.
** The quote above comes from Benny and Rock's discussion about what happened with Gretel. Rock explains it to Benny and says he wants to help her, but Benny is bitterly aware that she's already damaged to the core and tells so to Rock [[BrutalHonesty without pulling any punches]].
* During the Lock-and-Load Revolution arc, after a particularly over-the-top car chase/shoot-out full of snarky back-talk between Revy and Shenhua, sudden MoodWhiplash:
-->'''Takenaka:''' Ibraha! Don't forget we have a job to do! ''IBRAHA!'' No matter what you do, or how hard you fight, your son is never coming back!
* The last third of episode 15. Oh God. Also, Episode 24, though maybe not as much.
* Yukio's suicide after Revy killed Ginji. Despite Rock's attempts to save her by having Balalaika utterly crush the yakuza Yukio was put in charge of so she'd back down, the death of the man she loved so dearly breaks her and kills herself with Ginji's sword. Revy, who normally wouldn't give two shits about something like this, screams at Rock to not look. He doesn't and watches every second with the most horrified expression we've seen on him yet.
* Revy's monologue about how she has such a nihilistic worldview in the "Das Wieder Erstehen Des Alders" arc, particularly when a DirtyCop beat and raped her, how she killed her father and that if Rock ever tries to tell her if she's acting immoral by looting corpses, she will kill him. It's as tragic as it is chilling.