This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Cloverfield
Jason's death, as well as Rob being called by his mom thus having to tell her the news.
Marlena's death and Hud's reaction to it. Especially with him freaking out off-camera. Rob worries he might not be able to continue with them, but Hud tries to pull himself together.
Marlena spends her final moments in agony, tearfully screaming and calling out to Hud while Hud tearfully tries his damndest to save her and figure out what's going on. All in all, heartbreaking.
The fact that both Jason and Marlena don't get to see Beth.
The adagio towards the end of "Roar!", the music that plays over the end credits, which would have played under the scene were Marlena dies had the movie had a regular music score.
Think of everything from Clovie's point of view; it's a baby. It's lost, it's terrified, it's infested with painful parasites, and it misses its mother. And to top it all off, a bunch of small creatures are trying to kill it. No wonder it was rampaging through New York!
Lily being evacuated on the helicopter. It's a massive Hope Spot, with Lily being helped into a helicopter and her friends preparing to join her...only for the military man to tell them that there's no more room and that they have to go to the next chopper. The last we see of her is her scared and saddened face in the chopper's window as her friends assure her that they'll be right behind her. And then Clover swats their chopper out of the air. It's implied that because of this, Lily is the only one of the group who's still alive.
Hud's death since after surviving almost everything including numerous encounters with Clover, its parasites, the army and a helicopter crash and witnessing his friend Jason and his crush Marlena die while still managing to film the entire monster attack in New York he suffers one of the most gruesome deaths in the film being torn in half by Clover while Rob and Beth tearfully watch in horror.