This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Ghost Story
Mister's reaction to Ghost Harry.
"Paranoid? Probably. But just because you're paranoid doesn't mean there isn't a wizard's ghost standing beside you with tears in his eyes."
Harry finally realising the depth of Molly's feelings for him and that he does not reciprocate.
In fact, just how devastated both Murph and Molly are by Harry's death.
More specifically, at the end after Mort rescues the day, Murphy breaks down in tears. It's heartbreaking.
The way Mort tries to both comfort Murph and spare her pride by simply blocking everyone else's view of her breakdown is deservedly on this book's Heartwarming Moment page, but Harry's thoughts in response to seeing it belong here; "Damn. I wished I'd been bright enough to see what kind of guy Morty was while I was still alive." Harry's had plenty to regret over the course of this book, but while the others were major disasters that were the result of hasty decisions in impossible situations, this minor one is somehow much more personal. Unlike the other decisions, Harry's misjudgement and poor treatment of Mort was caused purely by his disdain for a practitioner who (in his judgement,) was not using his gifts properly, and now Harry, in what may be his last moments interacting with the mortal world, realises he made yet another mistake which he'll never get a chance to set right. The fact that this is the sort of minor, everyday sort of mistake that could be fixed with something as simple as an apology, and now he can't even do that, makes that line all the more poignant.
Sir Stuart's breakdown from being a mighty ghostly warrior to just another shade. Fortunately, by the end of the book he's recovered a measure of himself and agrees to join Uriel's organization.
The entire sequence where Harry finds out just who he's looking for. He was sent back to find his murderer, which it turns out was him. He arranged to have Kincaid shoot him and then had Molly wipe his memory.
Related to the above, when Harry has his memory restorednote In this case, restores means more brought to mind rather than spliced in from a backup, since "No memory is truly lost", he... remembers... what he did to Kincaid.
Harry, on the phone: Hey, Kincaid
Kincaidnote Sounding happy to hear from him, based on previous experience : Hey, Harry!
Harry: There's going to be a new Winter Knight.note Harry will be the new Knight, and he's trying to set a plan to avoid some of the after effects of pledging himself to Mab.
> Kincaid: (Beat) It's like that.note No matter what happens, someone has to die for putting him through this. He's an assassin that always completes the job....
The goodbye sequence, when Harry asks Uriel to show everybody will be okay. Seeing Thomas, cope failing, and his Beauty Is Never Tarnished self all messed up and disheveled was one thing; but then seeing little Maggie sleeping peacefully in the home of the Carpenters guarded by Mouse was enough to turn on the waterworks.
I literally teared up at Thomas and Justine. In making herself available to him again, she also makes herself vulnerable to every other White Court vampire. And she does it without batting an eye.
Thomas's love protecting her wasn't a one-time effect. It will be renewed each time he has her, so she's not at any risk unless some other WCV happens to break in right after Justine does it with the girl but before she does it with Thomas. She's as safe as she ever was.
On the other hand, think about what happened the last time she and he got intimate. She knows that she's risking that every time she's with him, but she does it anyway.
The point where Harry realizes just how far gone his apprentice is, and the scene in the restaurant where he witnesses her breakdown.
Harry looking at Father Forthill's room and the near absence of material possessions, and marveling at the magnitude of the sacrifice the man has made.
Also, one of the few items Forthill does have in his room is a King James Bible. As Catholics don't use that version of the Good Book, it must have been a gift or bequest from a good Protestant friend, received in the spirit of their mutual Christian faith. Whom do we know of who was a Protestant (Baptist) and a very close associate of Forthill's for many years? Shiro.