The comic made itself stand out from other Talking Animal books by way of the story in issue #18 where Sally's mentor, Julayla, passes away.
Sally's "death" in Endgame. It's made sadder by the fact that she was supposed to actually be dead until Sega axed the idea in the hopes of promoting her as a toy, and that is made sadder by the fact that the toys never materialized and Sega doesn't care about her nowadays.
The Knothole◊ Wipeout◊ in Endgame: Director's Cut. Robotnik apparently vaporizes Knothole Village and everyone in it with the Ultimate Annihilator.
In issue #51, Sonic is plunged into a VR world where his friends have all been roboticized and turned on him. Originally, the culprit would have been Sally, who had really died during Endgame and was replaced with a robot double of her.
The flashback to Bernie's roboticization. Her roboticized husband Jules grabs her and throws her in on Robotnik's orders.
Issues 100 and 101 have a Time Crash causing parallel universes to temporarily overwrite reality. One is a universe where Sally stayed dead in Endgame; it's visualized by Sally becoming a portrait of her and Sonic crying over it.
One Zone Wars story had Sonic accidentally kill an alternate, monstrous version of his father while retrieving half of a Chaos Emerald from him. Zonic the Zone Cop revealed himself to be an alternate Sonic, and reminded him that Jules was technically his father too.
Mina sacrificing herself to save Sally when Nack tries to shoot her, taking a bullet to the back. Even though she was hurt over Sonic choosing Sally over her, she realized why he did so, and knew she had to save her for Sonic's sake.
The death of Knuckles' father in the future Mobius. It ends with Knuckles standing over his grave as images of Locke and Aurora watch him, smiling.
Future!Mobius in general is sad, since it's a peaceful place that's been wiped from existence twice. Once by Robo-Robotnik, and once (accidentally) by Sonic.
And now with the multiverse collapsing and no non-Ian, SEGA, SatAM characters, or even being able to do alternate universe stories anymore, we'll never see it again.
"Star Gazing," which features the first appearance of NICOLE's hologram lynx form. She chose to do so after experiencing life in Sally's shoes, and said that even though she was a sentient being, she had never been able to breathe air or feel water before.
NICOLE: I'm already a sentient being, so I know how to think and reason and even understand basic emotions. But I've never been able to breathe air or feel the wind on my face... or touch water. I realized how lucky you are, Sally. Sometimes I want to live the way you do...
The issue closes with Sally reflecting on how she felt like she was seeing the stars for the first time.
Patch making a complete mess of Antonie's life and nearly ruining his relationship with Bunnie, then topping it off by poisoning his father.
Issue #168, when Antoine's father died. His final moments were spent telling Antoine how proud he was of him, and giving his approval of his relationship with Bunnie.
Sargent Simian's back story, in which he singlehandedly fights against Robotnik's forces during the Great War on behalf of his village. By the time that the villagers are confident enough to commit themselves to war against Robotnik, Sargent Simian abandons them, saying that they don't deserve him. Lightning Lynx's definitely qualifies too, as well as Predator Hawk's from the perspective of wasted potential.
From the same set of issues, Scourge's absolutely nightmarish scenario as a minor in an adult prison. It's hard not to feel bad for him when you realize what would probably be going on if this wasn't a kid's comic...
Which didn't stop King Maxx from trying to have him murdered for "forming a posse" when Scourge clearly got away from the Destructix as quickly as he could for precisely that reason.
Issue 225. Eggman attacks Sally with a gun turret that goes off three times. Sonic turns to the scene and gives a look of pure horror and despair. The last image of the issue is a closeup of Sally's shattered goggles...
The end of Issue 230. Following the events of the above example, Sonic resets time by ten seconds, enough to save Sally from the turret. However, Eggman has an ace up his sleeve... a WorldRoboticizer, poised and ready to fire . Sally goes down into the workings of the Death Egg II to try to stop it, but the only way to do so in time is to invert the beam on her exact location. Sally orders Nicole to do so without hesitation, uploads a final message, and says a teary "Goodbye" as she presses the button. There is a massive explosion. Sonic and Eggman pull themselves out of the rubble, with Sonic gloating that they've won again... and then a metal fist punches through the debris behind them. Sonic's expression changes to one of absolute horror, and Eggman starts to laugh as Mecha Sally emerges, intoning "Hedgehog, priority one." End of issue. Ben Bates' art sells the mood throughout, but Sonic's face at the end is just heartbreaking.
Eggman gets one during his climactic showdown with Sonic as he goes from villainous gloating to just screaming in rage and insanity, tearing at his hair and finally just going almost catatonic. In his later appearances, he's so genuinely demented it's actually a little upsetting. He was pure evil, but seeing a man who was once the greatest genius on Mobius not even knowing what year it is or where he is was A Fate Worse Than Death that even a scumbag like Eggman didn't deserve.
When Mina Mongoose comes to see Nicole, exiled to a limited server in a disused cave, Nicole sums up her emotional state after two years of brainwashing, loss, and betrayal:
The whole character of Jules Hedgehog, Sonic's father. He is a robot. However he was once a hedgehog. After all the other roboticized people had been cured, he was left the Last of His Kind. He can't eat or sleep. Poor guy...
One of the storylines had an alien race restoring all of the roboticized mobians to normal. But Jules had been roboticized because of a war wound that would have killed him otherwise. Because of that wound, he alone (besides the robians outright killed during the war with Robotnik) can never be Mobian again.
A subtle one: After Ixis Naugus was made King, he ordered that Nicole be exiled from New Mobotropolis. While the council, including Rosemary Prower (Tails' mother), didn't want to do it, they didn't have much choice; the public outcry was too much to argue with. When Sonic and the others found out, Tails couldn't bring himself to call Rosemary "mom". In a later issue, Tails spots Elias under dubious circumstances (he's about to secretly return to the city to covertly fight Naugus), with the latter asking Tails to trust him, even though he may never be able to say what he's doing. Elias has no authority over him and could be doing something dangerous for all he knows, but Tails agrees and hasn't said anything about it to anyone since. To think that Tails has lost that much faith in his own mother is just heartbreaking.
The end of "Endangered Species". The Chaotix return from their own adventure when they spot Knuckles by the Master Emerald shrine and no sign of Julie-Su and Saffron save for Julie's blaster. When the Chaotix ask him where they went, Knuckles can only smash the ground in defeat - they and the echidna race were possibly lost forever. For the first time in years, Knuckles was alone again.
After Sonic returns from Worlds Collide he winds up on a version of Mobius he hardly recognizes! He's also not on the Death Egg anymore, meaning all of that hard work to try and rescue Sally was in vain. Poor guy.
One for Geoffrey St. John as well, since he just wanted to make his home strong and prosperous and honor his family. Restoring Naugus was pointless because -despite having a Chaos Emerald- Naugus was powerless to protect even himself from any enemies or heal the sickness that the first Genesis Wave gave him in the old timeline. Additionally, this made New Mobotropolis vulnerable to both the Tails Doll and Naugus' magic. There's also the fact stealing the Chaos Emerald to begin with led to Sally's roboticization (and Silver's disaster as a result) by dividing the Freedom Fighters to where only Sonic and Sally could get in the Death Egg, and possibly the crossover which dragged Megaman and Blaze's world into the crossfire. As of 252 Naugus was stripped of his powers by the first Genesis Wave in the new timeline, further sealing the fact that after all his work Geoffrey's failure spans three universes and two histories. And now that we've learned the full effects of Eggman interfering with Sonic's Chaos Control in 251, see below, Geoffrey has played a role in multi-versal genocide. Not even The Venture Bros. takes its failure theme that far.
The post-Genesis Wave II memory restorations have been depicted as serious Mind Screws. Especially Naugus, who had a full Villainous Breakdown and bugged out of an attack. Then Bunnie takes NICOLE to restore her memories. Realizing she should be fully deroboticized, and reliving the near-death of Antoine... She spends the rest of the issue sobbing in Antoine's arms.
It's made doubly worse by the fact that her current robotic limbs in the new reality are not the result of roboticization, making future restoration very unlikely.
The fact she just realized she had cybernetic limbs in the new timeline is this mixed with Fridge Horror: her last appearance pre-crossover was during the Chaotix arc in Sonic Universe. Originally, she was in silhouette, meant to hide that she got new limbs. Her shock seeing the new ones in the reboot means that she was still normal until Eggman messed with Sonic in 251.
There is a bit of a silver lining in there, though—Bunnie's limbs are artificial, as opposed to her entire lower half. Think about that. She and Antoine can have a family, which wouldn't have been possible before...and, thanks to her cybernetic limbs, she's still able to fight on the front lines!
Sally had it arguably worse. When she takes NICOLE, she relives everything she did as Mecha Sally and falls into a Heroic BSOD.
Hell, even Sonic's feeling it at this point. Beyond his own memory restoration, he practically recoils in pain when restoring his friend's memories and is clearly conflicted on whether or not he's acting in their best interests when he does so. When he restores Antoine's memories it sounds more like he's trying to convince himself that Antoine would've eventually recovered than anything else.
Than again, the fact that Antoine remembers being bandaged up might mean he actually did wake up before the crossover started.
Just before Sally gets her memories back, you can see that Sonic and the other Freedom Fighters just know what's in store for her.
Issue 256. The entire multiverse collapsed on itself, with Mobius Prime and Blaze's world being the only confirmed survivors. And then Mobius breaks apart.
After the reboot, reading any of the old issues can lead to tears, since those characters and that worldbuilding are gone now.
Although the Black Arms are a genocidal hive-mind bent on consuming other worlds' resources, it's still pretty hard not to feel sorry for Eclipse the Darkling, who is devastated that Black Death and all of the other known Black Arms are dead. It's not made any easier that in his final moments aboard the New Black Comet, he is forcibly dragged into an escape craft on orders of Black Death, kicking and screaming and begging his master to give him a chance to help him the entire way.
Originally nobody would've remembered the old world, but an editor requested Ian Flynn changed that, so he did. But as of Issue 261, there's going to be no more mention of the old world as everyone's memories of it faded completely.
The crap that poor Coral the Betta gets put through in her introduction. Her duties as a priestess are already putting her through some stress; Aquarius, the sacred Chao of Merpolis, mysteriously doesn't reincarnate on time, naturally causing her to suffer a freak-out. Captain Striker and his soldiers arrive seconds later; he chews her out for allowing "trespassers" onto sacred ground, and when he finds out about Aquarius's failure to reincarnate, decides to drag her to the King and Queen along with the others. King Puff and Queen Angelica continue to chew her out for her "incompetence", mock Sonic and Amy when they try to explain what's happening to the world, and eventually strip Coral of her title for something that wasn't even her goddamn fault, heaping on the emotional abuse as she's led out. And when the shield around Meropis fails in part because of the grief that Coral is in and Dark Gaia demons close in and start attacking people, Captain Striker's comment implies that they still expected her to perform important rites even when she can no longer legally do so.