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Tear Jerker: Appleseed
In the second film: The video Deunan sees at her father's lab not only reveals her the exact location of Appleseed, the key to bioroid reproduction, survival and liberation, but also shows her her mother's death. She was killed accidentally by an army unit under the man that later became General Uranus.
Xander's death at the end of the second film.
In Appleseed Alpha, Talos executing Olson and dropping him out of the Osprey. Doubly so as afterward Deunan and Briareos find his body in an empty field. Just in case you were wondering if a cyborg might have survived... he didn't. He's definitely dead.