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Tear Jerker: Gotrek & Felix
When Gotrek is knocked from a cliff by and is thought to have died, Felix nearly does cry.
In Slayer's Honour, one of the short stories in the Gotrek & Felix Anthology, Felix and Gotrek meet another Dwarf Slayer/Human Remember pair, Agnar Arvastsson and Henrik Daschke. Over the course of the story, it turns out Henrik has grown sick of Agnar's continued survival and wants him to just die already, so he can claim the share of Agnar's gold that was promised to him and stop leading the wandering life, eventually telling this to the Dwarf's face as he betrays him. The elderly Slayer's befuddlement at this is just heartbreaking.
Snorri Nosebiter forgets why he shaved his head and became a Slayer. This means he can't explain to Grimnir what sin he died atoning for, and will never be allowed into the afterlife. To make matters worse, he forgets that he forgot.
Even moreso, the following book is largely Gotrek delaying and fleeing from his own doom in the hopes of keeping Snorri alive long enough to remember his shame.
Snorri's saga culminates in Kinslayer, where we finally find out Snorri's shame: he blames himself for Gotrek getting lost during their attempt to return back from their failed expedition to the Chaos Wastes, which he talked Gotrek into going on. And he also blames himself, implicitly quite rightly, for the destruction of Gotrek's home village by Goblins, because he got drunk and addled and had a fight with some dwarven rangers who were trying to stop the raiding party, meaning he may have prevented them from warning the village. Finally, he made his way to the village after it was destroyed: Gotrek's wife had survived the goblin raid, but Snorri got confused when she emerged from the burned ruins and cut her down, as he mistook her for a goblin that had stayed behind. And then Snorri's doom comes in the wake of this: he confesses his shame to Gotrek, and allows his old friend to kill him.
Pretty much all of Temple of the Serpent. Most of the human characters are extremely sympathetic, and every one of them dies horribly for the sake of a Slaan experiment. Towards the end of the book the Slaan realizes there was a flaw in his test and the whole thing was entirely pointless. Seriously, the entire human part of the book is a sequence of gut-punches.