The entire series can be considered a big Tear Jerker, considering the manga, but the big one here comes in episode 9.
Ga-Rei -Zero- has a huge one with the main character, Yomi. Just two episodes or so before this particular scene, Yomi's adopted father was brutally murdered and then her inheritance was taken away from her. After losing everything, she loses even more when she's almost killed in an attack by the Big Bad, who purposely aims for her nerves, pharynx, and tendons, rendering her practically motionless and mute. A despondent Kagura weeps for her after trying to feed Yomi her favorite snack, and in a very emotional and tear jerking scene, she demands why Yomi has to suffer so much and wishes that they could've been born as normal sisters living a normal life. Yomi doesn't seem to mind though, since she still has Kagura... but then Kagura abandons her after learning about Yomi's incident with her cousin. Coupled with her being abandoned by her fiance, the only man she loved, she really does lose everything at this point. The following scene where she completely breaks down into tears, but is unable to call out for Kagura because of her voice, makes this one of the saddest moments ever.
The worst part about it is that she only thinks she's been abandoned, Nori was in the process of attempting to clear her name and preparing himself to be with her( in her crippled state) for the rest of her(and his) life and Kagura was just shocked and would have undoubtedly come back, most likely the next day if not that night.
Just before Kagura deals the finishing blow on Yomi, Yomi has a flashback to earlier that day, when she gives one of the most heartrending speeches in the show to the banestone possessing her.
Yomi: Banestone, if it's true that you feed off of the raw emotion gnawing away inside of me, then you must know what it is I really want. My deepest wish...my only wish...is to protect Kagura. From unhappiness. From the cold cruel winds of hard luck. From liars, users, cheats. From high-minded idiots, who'd think nothing of putting her in harm's way. From heartbreak and disappointment. From herself. But...most of all, whatever it takes, protect her from me. Protect Kagura from me!
And of course Yomi's death and the scene that comes after it, with a horde of spirits showing up and Kagura completely losing her shit, tearing them all up with Byakuey while screaming in anguish and crying Berserker Tears.