Perdita's reaping. It's not bad enough that she's only twelve, but then she starts thinking about all the things she won't ever be able to do, including attending her upcoming birthday party with "roasting marshmallows and apple cider"...
Raivis' memory of raiding the candy store with his brothers. There wouldn't be anything particularly sad about it—it's about as fluffy as something can be in the Brutal series—except for the fact that it's a flashback to a whole, happy family, before one member was killed and the other taken off to the same fate.
Celladora, having to leave her boyfriend and not understanding what he means when he hopes she'll come back as herself.
Feli, crying hysterically during her goodbyes to Lovi.
The very concept of tributes who already lost family members to the Games being placed in an arena identical to that in which said family members died should qualify as a tear-jerker. Think of poor Spain, assaulted by memories of his sister's death, and Raivis, who goes into full-out panic mode when he thinks he's in the crater where his brother was killed.
Perdita, unable to even say goodbye to her family before Wiremu breaks her neck.
Spain blaming himself for not saving Perdita, doubting his own morality and internally apologizing to her for "what the Capitol's done to us both."
Not just Perdita. He does a fair bit of thinking about the girl he accidentally killed back home, as well as unintentionally frightening Lovi into hysteria. Seeing such a nice guy honestly believe he's a terrible person is nothing short of heartbreaking.
Speaking of Spain and Lovi, how about her nearly killing him in his sleep, seemingly being unable to do it, and then accidentally dropping the hammer and concussing him anyways? Or trying in vain to wake him up before they're both killed? For all the grumbling she does about him, her panicked internal monologue towards the end of the story reveals that she truly does care.
China being abandoned to die alone, as well as the guilt this causes Fronce.
Taberah's last thoughts being for the father she couldn't save.
It's difficult to find something in Amer's story arc that isn't a tearjerker. The only thing in the world the guy wants is to be a hero, but he ends up failing in every regard: being unable to save any of his friends, losing his humanity to a murderous rage, killing two people and winning at the cost of Igris' life, left to deal with his guilt and memories nearly alone. If that's not tragic, I don't know what is.
Raivis dying from the cyan vine's poison as his friends can only watch in horror. Amer's desperate attempts to save him make it even worse.
The entire first half of chapter 34. Eston is killed by Vahn, prompting Amer to attack him in vengeance. Vahn suffers a slow and extremely violent death, eventually reduced to sobbing and saying how he "just wanted to go home." To top it off, Natalya arrives just in time to see her brother's mangled body, and Amer leaves, horror-struck over what he's done.
Sve, fruitlessly pleading with Finni not to die, then closing her eyes once she's succumbed. Her Sorry That I'm Dying moment adds to the tragedy — unable to bring herself to love him, this is the most she can do for him in her last moment.
Amer, unable to so much as look at the death recap because he can't bear seeing the faces of his dead allies and victims.
Sve and Natalya, completely losing the will to live after the deaths of their love interests. There's also the way in which they Face Death with Dignity, holding each other's hands as they jump into the fire "and the peace beyond."
Amer's reaction to Igris telling Fronce to "go die." It might be a casual line to them, but Amer has lost friends, and to him, it's extremely Dude, Not Funny! Also doubles as Harsher in Hindsight, seeing what happens to Fronce in a few chapters…
He might be a bit of a self-centered idiot, but it's impossible not to feel something for Rome when he's stabbed in the back by his ally/love interest and dies croaking out her name.
The entirety of the ending is a mixture of this and Crowning Moment of Heartwarming. Igris and Amer both put their lives on the line so that the other has a chance of getting home, and when Igris dies, it isn't without having settled his debts with the world and letting his loved ones know how much they mean to him.
The epilogue. Despite having won the Hunger Games, Amer is now a broken man, and never really got over the guilt of killing others and losing his allies.
Shiran’s mother begging, screaming and attempting to fight off the Peacekeepers as her only surviving son is reaped for the Games. It’s especially heartbreaking seeing as she lost Igris mere years earlier, and the two siblings bear a strong resemblance to each other.
Even more so, seeing as she dies of a heart attack before Shiran can come home safe.
Norge’s introductory chapter, in which he promises his grief-stricken mother that he’ll come home, and we learn that his father abandoned him as a child.
Ise promising to win for his family, even if he has to kill people.
Feli’s panic attack during the Pre-Games, when she realizes she’s in the same room as Lovi was. It’s made even worse by the stylists’ complete indifference to her plight.
Not just during the pre-Games – practically any time Feli has a POV in the arena, the poor girl’s practically pleading for the viewers to get her out of there.
The bloodbath deaths, particularly Paliss being horrifically beaten to death by Journs.
Bell telling her family she loves them before going to bed on the first night, just in case she dies before morning. She does.
Sui abandoning a mentally-scarred Tina, knowing that there’s nothing she can do for her and it’s the only way to keep herself safe.
Sheen’s unsuccessful attempts to make Feli trust him, from wearing himself to exhaustion searching the jungle for her to defending her from a mutt to giving up his food and water. He’s so obviously enamored with her, like a puppy-eyed little schoolboy, but because of the nature of the Games and all the trauma she’s been through, Feli remains completely unaffected by his kindness. Makes you wonder what their relationship could have been like if it hadn’t been for the horrible situation they’re in.
Made even sadder by the fact that Feli, at one point, begins to realize that he’s not going to hurt her and that she may love him in return, but gives into her fear and continues to distrust him.
The scene between Sheen and Feli in chapter 37 of Miserable. Admit it - you have no soul if you did not THINK of shedding a tear when you read that!
Then, to twist the knife even further, Feli returns to camp and is promptly killed by Magya. Many readers’ hearts were broken that day.
Shiran’s admission that he does realize he’s most likely going to die, but he puts on a happy face for the benefit of his parents, himself, and his ally.
Tina dying, still insane and barely comprehending what’s going on around her.
Osso realizing – and accepting – that despite all his wealth, training and prestige, he’s likely going to die just like any ordinary tribute.
Sui attempting to bury the guilt she feels over leaving Tina behind to die alone.
When Plutonia refuses to let Shiran drown and dies because of it.
Shiran being unable to fake a smile anymore after Plutonia dies, he’s weakened by near-drowning, and he realizes his mother heard him say he’s going to die.
The deaths of Magya and Osso should count, especially since Magya’s been completely devoted to mercy killing throughout the Games, yet doesn’t even consider doing it to Osso until it’s too late because she wants him to recover. Not only that, but as she herself dies, she realizes that, despite the pain, she’d rather live just a little bit longer.
In addition, there’s her feeling of inadequacy over not being able to put all the other tributes out of their misery.
Shiran, certain he’s going to die, taking solace in the fact that he’s getting second place like his big brother Igris, wondering if he’s made him proud and saying that he’ll “see him soon.”
And then there's also Norge, still fighting to protect Ise, even after the latter dies and only the readers know what really happened…
Norge accidentally killing Ise in a fit of rage, then repressing what he’d done (presumably because he couldn’t bear the guilt.)
Not only that, but the fact that he wasn’t just angry, but cracking under the pressure of protecting his little brother in a life-or-death situation and furious that Ise wasn’t doing enough to help himself.
Shiran, too injured to move, being unable to do anything but wait for death as Norge grows closer and closer with “an axe and a mad look in his eyes.” True, he ends up surviving, but if you don’t know that, it does nothing to ease the tension of the moment.
Norge’s death – even if it allows Shiran to win, it’s still tragic that he failed both in protecting Ise and in returning home to his mother.
The emotional farewells Bella and Cattie give Ivan become this once the reader gets far enough to realize they won’t ever see their brother again.
Drius isn’t particularly likeable, but the fact that his death leaves a two-year-old go grow up without a father is still tragic.
Riben’s backstory. The poor kid lost his older sister (China, from Horrible) in the Games when he was only five years old, causing him to withdraw into depression and self-imposed isolation for most of his life up until his reaping. His only comfort is the fact that he’ll be able to join her in death, and even that gets thwarted.
Lili already giving up on living even before Yao kills her.
Cuba dying to buy some time for Nada to escape the Careers, as well as her inner monologue as she runs away, grief-stricken and terrified but unwilling to let him die in vain.
Later, her indirect mention of Cuba when she notes that not all of the people who want her to survive are still alive.
Anglynn freezing to death in a crack in the ice, abandoned by everyone, even her imaginary friends.
It’s understandable under the circumstances, but Holland admitting to Nada’s face that she’d have no qualms with knifing her in the back to ensure her own survival can sting. It’s doubly bad when one remembers that Nada’s previous ally literally gave up his life to save her.
Cisca killing Italo, who merely looks at her in shock and bewilderment before dropping dead. This doubles with her horrific dismemberment by Ermine in the previous chapter, which is especially awful seeing as Cisca had essentially been the Careers’ Token Good Teammate up until this point and even her murder of Italo was done more out of instinct than anything else.
To make matters even worse, this is followed by Riben tugging Ermine away from the nearly-dead Cisca, tear-stricken at the death of one ally and the other’s descent into madness.
The following exchange of dialogue between Ermine and Riben, when Ermine goes into a Heroic BSOD following Italo’s death:
Riben: If... If you don't mind me bringing it up, weren't you the one that said to never give up, even if you don't know what you're fighting for?
Ermine: Yes, I did. But don’t you worry – I know what I’ve been fighting for. And he’s dead now.
Ermine’s death, arguably a Death by Despair as she seemed to be dealing with the poison fairly well before Italo died but completely lost her will to live afterwards. Seeing such a strong-willed and resourceful person emotionally shrivelling away to nothing is frightening, to say the least.
Turk’s rage over Romania’s death, and his subsequent killing of Holland.
Nada’s death. It’s heartbreaking to see this shy, gentle girl futilely attempt to defend herself against a much stronger opponent before being stabbed in the throat. To the credit of her killer, Turk, not even he wanted to do it, noting that there was “no good reason” to kill her (other than them being the final two) and almost being unable to deal the final blow when he noticed her crying.
The revelation that Turk died after all, despite everything he had done to keep himself alive.
The fact that he is remembered only as “a fighter, a killer, a popular tribute” is also saddening, as he was more than a mere Capitolian lapdog and, while he enjoyed brawling, refrained from killing until the very end (and even then did so only out of necessity).
The victor's final fate. Riben is punished for not killing anybody by being forced to watch his parents tortured to death while his father screams that he hates him, he finally meets a girl he loves, only to have her executed as well, ends up a broken shell of a man, forbidden to form close relationships with anyone and addicted to morphling, and is hinted to die in the Quarter Quell.