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Tear Jerker: Big Finish Doctor Who
"People die, and the Doctor moves on... But not this time"
Big Finish gave Adric a second Heroic Sacrifice death in "The Boy That Time Forgot." The sacrifice itself is more of a Crowning Moment Of Heartwarming (done in a flashback at the very end where Adric uses the last of his life energy to rescue the TARDIS and pass on the mantle of lonely-orphan-boy-companion to Thomas Brewster), but the scene before his death is absolutely heartwrenching. Nearly 30 years since his on-screen death, all the fan-hate, all the trauma he's been through, and we're left with the audio-spurred image of a dying old man in an armchair by a window, watching the Victorian London spring roll in, and singing mathematics to the insects in the walls. This isn't Alas, Poor Scrappy anymore, it's just..."alas poor..." *weeps*
Also, his last words in the audio echo the reverse of his last words in the show. Where "Earthshock" ends with the remorseful "Now I'll never know if I was right," Big Finish gives him the triumphant "I did it, Doctor! I managed to find it!"
The source material "Dalek", based on "Jubilee", has its fair share of tear jerking scenes as well. Special mention must go to when Evelyn finds out what happens to the Doctor who saved the world back in 1903. He's been imprisoned in the Tower of London for 100 years, and had to bear witness to him losing his Evelyn, his legs, and his sanity. Honestly, his reminiscing about how if he closes his eyes, he can travel through time and space...*sob* .
Parallel!Sixth Doctor: I wish you were Evelyn, you know. Just so I could say sorry. For failing you. for letting you die. Evelyn: It wasn't your fault! All this, it's not your faul- Parallel!Sixth Doctor: Just so you could forgive me. I could bear my imprisonment if I knew that. Evelyn: Doctor, I forgive you. Of course I do! You're my dearest friend! Still the best thing that's ever happened to me! The places you've taken me, the wonders you've shared...I know that whatever happened to me along the way, even death, it was worth it. Parallel!Sixth Doctor: ...thank you my dear.
The fate of the alternate Sixth Doctor in "Jubilee". To see such a strong, intelligent, arrogant and yet kind being be reduced to a mindless, crippled, and utterly broken figure is bad enough, but when he attempts to come to grips with the death of alternate Evelyn in front of him, and Real Evelyn tries to reassure him about how grateful she is that she met him and how she forgives him for not being able to save her, his one moment of lucidity in thanking her just makes the scene so much sadder.
The fact that in "Zagreus", after Rassilon tells the Doctor how proud he is of him in "Neverland", he is revealed to have been manipulating the Doctor into becoming his agent. At the end the Doctor talks of how all his Time Lord heroes have proven to be villains.
It gets worse when you read Engines of War and see the full extent of Rassilon's malice at work.
"The Glorious Revolution:" Long after getting his memories erased, Jamie is visited by a Time Lord who restores them temporarily in order to get information on a disturbance in time. Initially, Jamie is angry that the Time Lords would erase his memories without asking. At the end of the audio, the Time Lord offers to let Jamie keep his memories permanently. After some consideration, Jamie decides to forget the Doctor again, because remembering him and the adventures they had would make living a normal life too hard.
Lucie Miller's parting speech to the Doctor at the end of "Death In Blackpool" — both of them nearly in tears, while Lucie explains that she has to leave so she can remember him as she wants to, as a good man. All while "In The Bleak Midwinter" soars in the background. Actress Sheridan Smith was actually in tears throughout the whole thing.
"Scherzo", in which the Eighth Doctor and Charley Pollard actually decide to talk about their feelings for each other. Up until that point, Eight had made a good show of ignoring Charley's obvious crush on him. For his part, he loves her very dearly, but just not in that way. Talking about it... does not go well.
Charley's last adventure with the Eighth Doctor, "The Girl Who Never Was", ends on a similarly depressing note. The Doctor loses all memory of their "last lap of glory", not realising that Charley has been stranded on a desert island some-when and believing that she had simply stormed off after a botched attempt at a proper farewell. The bitterness in his voice after reading the note Charley had left for him earlier just says it all, really.
Hotel Receptionist: Sir? Are you alright? Doctor? Doctor: I'm fine. Here, you can bin that. Hotel Receptionist: Sir? Are you leaving? Sir? Doctor: You work in a hotel. You should know. Everybody leaves.
"Spare Parts" — The scene with the description of a Christmas tree on Mondas. Yes, the Cybermen homeworld. It Makes Sense in Context, and it is sad.
The scene in which Yvonne, half-converted into one of the prototypical Cyberman and for all intents and purposes lobotomised, is taken home by her family for the Mondas equivalent of Christmas. Her cries are deeply, deeply disturbing. And the poor girl crying, in that machine voice... The whole thing really, when you get the sense that no, there's no hope for the people of Mondas.
"The Wrong Doctors" An older, wiser, kinder Six tries so hard to comfort a younger, amnesiac and terrified Mel. Then he makes a promise to her in her last moments which neatly slots his BF adventures into place:
Young Mel: I-I liked his [younger Six's] coat.
Older Six: Then I shall wear it again, for you.
In the adaptation of Love and War, Sophie Aldred's performance when she walks out on the Doctor after he gets Jan killed is hard to listen to.
"The Chimes of Midnight" — Hearing of Edith's miserable life and how she killed herself after Charley apparently died because she felt Charley was the only person who cared about her. This makes the part at the end where the butler is convinced to complement Edith a Heartwarming Moment.
A fridge example brought on by the Night of the Doctor mini-episode in which Eight remembers Charley, C'rizz, Lucie, Tamsin, and Molly as his companions from the Big Finish era.
Pretty much the entirety of "To The Death" is one long breaking of the Doctor and Susan as literally everyone they love is slaughtered by the Daleks. First the Doctor awakes to find not only have the Daleks launched a second invasion of Earth led by the Dalek Time Controller, but Lucie was left on there fighting an increasingly nightmarish war against them, leaving her half blind and handicapped due to the Dalek's bio-weapons. Tamsin is gunned down by the Daleks despite the Monk desperately pleading for her life, Alex sacrifices himself to give Lucie a chance to defeat the Dalek's plan and is exterminated in front of Susan who becomes completely hysterical after seeing her son die, and finally Lucie performs another Heroic Sacrifice to defeat the Dalek Time Controller. In the end Susan is left completely alone on a desolate earth and the Doctor is driven near insane with grief and rage, promising to annihilate the Daleks should he ever get the chance, seriously contemplating breaking the rules of time, and outright declaring that he wishes to be as cold and heartless as he was in "An Unearthly Child" when he attempted to murder a wounded caveman to save himself. Foreshadowing both the Time War and the "Time Lord Victorious" and helping to explain why he eventually became the War Doctor.
Even the extremely amoral and cowardly Monk is shown to be utterly horrified and guilt-ridden over all the suffering he caused and is nearly sobbing when Tamsin is killed.
This is an even sadder finale then all the New Who finales.
Not only the ending of "Legend of the Cybermen", when the Doctor returns Zoe to her home period, and she forgets him again. Made even sadder by the way it is done: Zoe narrates being returned to her home period and drifting off to sleep, and then the Doctor says the last few words, "...and then, her memories shut down for the final time, and I was lost to her again.", but also the revelation that Jamie is not real at the end of part two, but also his reaction to this.
Going back an incarnation, the Seventh Doctor story "A Death in the Family" has its share of depressing bits, being the culmination of a plot arc that in and of itself was a tearjerker. Ace and Hex's individual reactions to the Doctor's death hit hard (even without their sudden separation across centuries and space). Ace's especially, as she spends huge amounts of time and money fighting to bring the Doctor back from the dead; once she finally realises it isn't possible, she has a complete, hysterical, sobbing breakdown and it isn't pretty. But the death of Evelyn at the end is a killer, as she essentially narrates it herself. "As the lights grew faint around her and the Word Lord paced the shrinking room in silence, Evelyn Rossiter sat quietly without fear, thinking about her friend the Doctor. Her Doctor, with his bright coat and bravado, and all their wonderful adventures together in time and space." Harsher In Hindisght following the death of Maggie Stables (Evelyn)——-
The end of "Vengeance of Morbius" where Lucie thinks the Doctor has died with Morbius and Straxus tells her they can't bring him back as his fight with Morbius enabled Morbius' defeat.
Peri's had her fair share of Tear Jerker moments, but the real kick-in-the-gut ones come hard and fast in "Peri And The Piscon Paradox" and "The Reaping". It's possible there's a version of Peri out there that's had a perfectly happy life, but Big Finish sure doesn't include them.
The part near the end of The Suffering, when Vicki and Steven are stating what Suffragettes went through in prison. Maurine O'Brien and Peter Purves' sorrowful performances are what made it even more heartbreaking.
The Silver Turk is written by the same person who wrote Spare Parts, and while it's nowhere near as heart-breaking as that story, it still has its moments, such as when Mary finds a disoriented Cyberman, one like those from the Tenth Planet, who has crashed on Earth. Hearing it speaking in that weird sing-song voice, mixed with the effects used for more modern Cyberman voices, and getting increasingly terrified, because it thinks it's back on Mondas and has no idea what's happened.
It gets worse: There's two Cybermen, and both are very badly hurt not just from crash-landing but from being tortured by the human who found them. The first tries desperately to save it's comrade, to the point of getting them struck by lighting. The first turns to the second, who just makes these truly wretched gurgling noises, and then... it's gone.