Yes, the ''Ernest'' series had a few of these.

* Rimshot being turned into a wooden doll in ''Ernest Scared Stupid''. Just seeing how broken up Ernest is over the whole thing is enough to make the audience sad, no matter how you feel about the film itself.
* The entire scene after Ernest gets [[NoHoldsBarredBeatdown beaten up by the head construction worker]] in ''Ernest Goes to Camp''. All the kids give up hope on him, he breaks down feeling he's lost everything, and then right after it starts singing an incredibly depressing song "Gee, I'm Glad It's Raining." Made all the more HarsherInHindsight since Varney's death.