This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / American Gods
Some of the interludes are really depressing:
The story of Hinzelmann, the child in the dark
The story of Wututu and Agasu
When Shadow and Laura are finally reunited, Shadow after coming back from the dead and Laura ... well, as well, note somewhat. It's not really clarified if it was permanent. But she'd stabbed what became the spear of Odin through her stomach to get to Mr. World. and Shadow asks her if he can bring her back. She tells him she'd rather go the other way. He does so, with a coin trick.
Shadow finding Allison's body. He can see the fear in her wide open eyes and the tears still frozen to her cheeks.