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Tear Jerker: Deadwood
"Advances, None Miraculous." If you do know the series, you're probably sobbing already.
The death of Reverend Smith.
Even though it was inevitable, the death of Wild Bill Hickok. Keith Carradine's performance of the character was so fantastic, sad, vulgar and yet noble that you hoped that he'd somehow not pull the Aces and Eights.
Al's Blowjob Monologue at the end of "Full Faith and Credit" takes me, in the course of five minutes, from laughing out loud ("Jesus Christ, you'll turn me inside out") to sobbing. And his speech to Doc at the end of "Unauthorized Cinnamon", with the swatches.
Every scene with Joanie in it, ever. Especially the one where she tells Alma what her father did to her, and the shot of her alone in the deserted parlor waiting for Mr. W. to come back and finish her off.
The scene in the last episode where she makes her peace with Cy Tolliver; telling him sincerely that she's grateful to him for keeping her alive and letting her leave him, because she's happy now and she hopes he can find a way to be as well, and then calmly walking away.
Al's quietly muttered remark that finishes off the series.
"Wants me to tell him something pretty."
The moment in Season 3 where Alma, back on the drugs, is awkwardly coming on to Ellsworth, who married her when she was carrying another man's child and has never dared to approach her sexually; he grabs her hand and kisses it with all the love in the world in his eyes, before realizing that she had to get stoned out of her mind before she could stand to try and consummate the marriage.
For me, easily the biggest Tear Jerker (and I'm stunned it hasn't been mentioned yet) is the death of Ellsworth in the penultimate episode. It happens so quickly to such a lovable character, and the reactions of (especially) Alma, Sophia, and Trixie make it absolutely heartbreaking.