* An off-hand remark in an early book does this. Shakespeare's son bemoans that the only way his father'd care about him is if he died, because then he'd make a play about it. [[spoiler:The boy's name is Hamnet and he ''did'' die, aged eleven.]]
* The end of "Ramadan," with its flash-forward from Harun al-Rashid's Baghdad to a little boy hearing stories about it in a bombed-out area of present-day Baghdad.
* Orpheus' story, which was already a massive TearJerker outside of the series. Particularly the moment when [[spoiler:Dream abandons him.]]
** There's a line near the end about how when Dream walks off, he doesn't look back. You could take that to mean that Orpheus should have had that much willpower, and then he wouldn't be in this mess. Or you could take it the other way: By not looking back, Dream reveals a level of cold-heartedness completely opposite the temperament of his son (at least on the surface). It makes Orpheus's failure more forgivable... and because you don't judge him as harshly now, the [[DisproportionateRetribution punishment]] seems even worse.
* The scene in ''Brief Lives'' where Despair reminisces on her last meeting with Destruction, then bursts into tears. Desire attempts to contact her, but Despair doesn't react.
** The ending to ''Brief Lives'', a montage of the minor characters met during the tale, each of them coping with a loss underscoring just how brief a life really is. With Andros at the end [[spoiler:realizing he will not live long enough to taste the cherries that will bloom from Orpheus' tree.]]
* From ''The World's End'': "I think I fell in love with her, a little bit. Isn't that dumb? But it was like I knew her. Like she was my oldest, dearest friend. The kind of person you can tell anything to, no matter how bad, and they'll still love you, because they know you. I wanted to go with her. I wanted her to notice me. And then she stopped walking. Under the moon, she stopped. And looked at us. She looked at me. Maybe she was trying to tell me something; I don't know. She probably didn't even know I was there. But I'll always love her. All my life." Especially when you consider he's talking about [[spoiler:Death]].
* The fates of [[spoiler:Dream's griffin]], [[spoiler:Dream himself ("Dream? Give me your hand.")]], and [[spoiler:Orpheus]], among others.
** What about Fiddler's Green? His demise is the one that always gets me. Those last words reflecting on the small pleasures of his life - "A kiss once...from a friend..." - and then slumping dead. [[spoiler:Almost as tear-jerking is the revelation that, following Daniel's reincarnation as the new Dream, he offers pretty much all of the casualties of the Kindly Ones new life. Fiddler's Green is the only one who refuses, as he feels that this would cheapen the whole point of death.]]
** Or Abel...poor Abel, with the grieving Goldie perched on his chest.
*** For that matter, Cain, who does clearly love his brother in their opening scene, but cannot change the nature of their relationship.
** Lyta Hall telling a pregnant Rose Walker to "kill [the baby] now. Kill it before it breaks your heart."
** The realisation that when Death asks [[spoiler:where her brother is]] you knew for a while now what would happen and this just makes it all the more real.
* [[spoiler:Morpheus]]'s death.
** It was [[spoiler:Nada's farewell to him toward the end of the funeral]] that pushed this editor over the edge and into open bawling.
** Also [[spoiler:Matthew's speech]], and the guilt and rage he felt.
** As well as [[spoiler:Thessaly's speech "...And I swore...I swore I would never shed another tear for him,"]] right while she's crying and showing us she actually has feelings other than rage and spite.
** If Delirium's speech doesn't make you feel at least a little tearful, you probably have no soul. [[spoiler:"He was my big brother. He really was. I was always a bit scared of him. But I'm not scared of him any more. I'm a bit sad of him instead. Okay. That's all."]]
** Hob waking up weeping was one, and the [[spoiler:speech right when Daniel-Dream opens the door "...And then, fighting to stay asleep, wishing it would go on forever, sure that once the dream was over, it would never come back...you woke up."]] With Dream's Star shining in the sky and that feeling that after ten issues...it was over. Amazing.
*** Arguably, also heartwarming, if only a little. Every brilliant series ends eventually, and you have to say goodbye, but it isn't often that the series itself says it back. Which is what "The Wake" arc really is.
** I am tearing up just ''thinking'' about the scene in ''The Wake'' when Hob [[spoiler:dreams about meeting Morpheus and a "pavement artist" (who is very obviously Destruction) somewhere]].
** Hob Gadling's reaction [[spoiler:to Morpheus' death. This is particularly bad when you consider that it comes right after the death of his girlfriend, and that Morpheus was the one person he must have been certain would not go and die on him]]. You'd think an immortal man would have become used to the people he's close to dying, but instead, his mourning at the grave of his most recent love is painful because of how real it is.
--> I thought we'd have longer. It never gets any easier. People you love not being there any more.
* Morpheus' confession to Shakespeare in the final issue: "I am...in my fashion...an island."
** What's even more sad and beautiful about that moment is that [[spoiler:he couldn't be more wrong. Over all the issues of ''ComicBook/TheSandman'', we see Dream change, and love and need other people and act like a man, and finally leave his kingdom - through death - because at last he realised that he had changed.]]
* Nuala's realization of Dream's motivation for everything post Brief Lives. [[spoiler: "You... you want them to kill you, don't you? You want to be punished for your son's death."]] The look on Dream's face the next panel is heartwrenching.
* Throughout the series, it's implied that killing one of the Endless brings about [[FateWorseThanDeath terrible punishment]], even under good intent. After the climax of The Kindly Ones, [[spoiler: Lyta Hall, Morpheus's]] killer is expressly reminded this, with the further warning that the person who'd done so previously would suffer for all eternity when his motives were purer by far. The penalty handed down is to be allowed to walk away with no further harm done to her -- a CruelMercy, [[spoiler: as her efforts were AllForNothing, and everything she's done ensured she'd never see her son again, as he'd been reincarnated into the new Dream.]]
** Turns into a CrowningMomentOfHeartwarming when [[spoiler: Daniel!Dream forgives her in the Wake.]]
** Gets a bittersweet sequel in JSA: [[spoiler: Lyta and a reincarnated Hector are killed by a maddened Spectre, and Daniel welcomes his parents' souls into the Dreaming forever.]]
* "15 Portraits of Despair" in ''Endless Nights''. Chances are one of them will be much too close to home for you to shrug off.
-->''I am Despair - and all those who despair are me.''
* When Lucifer is asked if he would return to Hell. He looks dead for a moment before laughing hysterically.