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Tear Jerker: GUN×SWORD
Ray's dying fantasy in episode 24. The instant "Calling You" starts up, the tears will begin to flow.
There's a particularly bittersweet moment in the finale: Van and Wendy parting at daybreak, with just a "see you" from Van that leaves it unclear how he feels about her. You can almost see her struggling not to cry as she starts to run in the opposite direction.
Episode 11 is just one string of tearjerkers, from Wendy's painful encounter with her brother, to her breakdown in front of Van, to her unhappy parting from the team at the end of the episode.
The episode where Van and Wendy have parted ways because he is too scared to fight Woo after getting beaten down by him. Van laying on the roof working on the puzzle on reflex lost in his own grief finally solves. He stares dumbfounded and begins to scream Helena's name and how much he loves her makes me misty eyed thinking about.
The end of one of the later episodes where Melissa dies to try to save Carossa and Carossa tries to avenge her death, but is killed shortly afterward. Once the life vitals of Carossa's machine switch from "A-Okay" to "Lost", the tears really start to flow.