Tear Jerker / Filly Fantasy VI

• Pick pretty much any character death. Special mention to Discord poisoning Fort Appleloosa, and Applejack running inside to find Granny Smith and Big Mac dead. Then comes the Phantom Train where she runs down the platform after the train as they tell her to stay and take care of Apple Bloon.
• Shining Armor's death. After he finally reconciles with Twilight and Cadance and achieves a peace between all parties in the war, Discord throws his misguided loyalty to Sombra in his face to mock him a bit, then finally kills him.
• Cadance/Celes' suicide attempt is even harder on the former than the latter. Celes had to face the idea of living her life alone with Cid dead and the rest of the party assumed dead. Cadance is dealing with the deaths of her husband, her sister-in-law, her aunts, her bodyguard, and the entire kingdom she was supposed to rule and watch over. Then Radiant Hope, the closest thing to family she has left, dies too.
• Hope's letter if she dies. She apologizes for not living to do it directly, and tells Cadance about the raft she built, the "last hope" [Hope] can give her. The letter's final words are to ask Cadance to forgive her to aiding Sombra. "Love, Little Sis."
• The reveal of why Rainbow Dash is so attached to her airship and was hesitant to take part in the war. The Wonderbolts and their airship armada were all shot down by the Imperials, and the only reason Rainbow lived is because she couldn't keep up with their training and Spitfire ordered her to stay at the base. Rainbow is the Last of Her Kind and has Survivor's Guilt on top of it.
  "For a long time I blamed myself. I should have been there with them..."
• Fans who subscribe to the "Scootaloo is an orphan" headcanon should brace themselves for the sequence where Luna finds Scootaloo's father, a crazy old stallion, and takes her to meet him. He's so insane he thinks he only dreamed having a daughter, a "demon foal" that killed his wife and he abandoned on the Prancing Plains. The feels get a little better after he reflects on this, as he compliments Scootaloo on being a vision of pegasus pride. Scootaloo admits she remembers him now, and sniffs that even if in his current state, she's happy to know he's alive out there.
• If you were a fan of the G1 franchise, enjoy seeing all the characters you love from that series tortured and killed off by Sombra and Discord.
  Firefly: "Sombra's forces stormed our world and brought us back here. For years I just floated there, staring out from one of those tubes..."