The death of Bambi's mother is perhaps the most iconic tear-jerker scene in Western animation (even moreso than the infamous Futurama episode where Fry tries to revive his dead dog, Seymour). It traumatized a lot of children and jokes about the scene are often met with cries of Dude, Not Funny!. Steven Spielberg even recalled in his childhood waking up in the middle of the night and going to his parents' room to check if they were both still alive.
In Bambi 2, Bambi's dream where he thought he saw his mother, ran up to nuzzle her, only to wake up and realize that he was nuzzling a rock.
After being told to leave with a surrogate mother, a heartbroken Bambi argues with his father for seemingly rejecting him, basically telling him he wishes he was dead. As he prepares to leave with the mother deer later however, he turns back and nuzzles his father one last time. The Great Prince remains still, but his despondent expression says it all.
"This is where I first met your mother." Keep in mind that up until this point, the Great Prince has pointedly refused to discuss Bambi's mother at any length...not out of concern for Bambi, but to spare himself what is obviously a great deal of pain. The effort it takes to say this one line is written all over his face, and it is heartwrenching.
Besides the death of Bambi's mother there's also the scene where some pheasant tries to hide from The Man in the grass. One of'em, despite the others' worried warning, lets the panic get the best of her and flies off sobbing hysterically that "[she] can't take it any longer." All the others can do is sadly watching her getting shot and falling dead from the sky.