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Tear Jerker: Harry Potter and the Goblet of Fire
From the Book:
Harry mentions that it's Voldemort and his followers' fault for destroying families: mentally shattered Neville's parents, implied to have hurt a member of the Abotts, killed Moaning Myrtle, ruined the Crouch family, killed most of the Tonks family, forced the Malfoy family to be separated, and killed Harry's parents, godparent, and James's friends.
Harry thinking about his relatives never hugging him, like a mother would, when Molly hugged him. Not to mention that all the while, Harry was fighting back tears over Cedric's death.
Harry: I told him to take the cup with me.
This is awful on so many levels, because while Harry doesn't constantly angst over not having parents, the degree to which that void is felt in his life really comes through in times of crisis. In fact, he's grown so used to not having adults in his life that genuinely cared about his well-being that the concept feels sort of foreign to him.
And it gets worse; surely his mother held him like that when he was a small baby. He would understandably not remember... and yet, the only memories of his mother that are his own are hearing her voice begging for his life as Voldemort prepares to murder her.
Cedric's father, who acted like a pompous Jerkass towards Harry, didn't take the Triwizard winnings and also let him know that he doesn't blame him for Cedric's death.
Dumbledore's speech at the end eulogizing Cedric. Cho crying silently, Harry sitting there in shock.
Dumbledore: If the time should come when you have to make a choice between what is right and what is easy, remember what happened to a boy who was good, and kind, and brave, because he strayed across the path of Lord Voldemort.
When dead Cedric asks Harry to take his body back to his parents.
This piece is sad:
"And now another head was emerging from the tip of Voldemort's wand... and Harry knew when he saw it who it would be... knew, because the woman was the one he'd thought of more than any other tonight..."
Cedric's death is so tragic because not only was he the epitome of a Nice Guy, but because he died for being in the wrong place at the wrong time.
Harry having to tell Cedric's parents how their son died, after the interview, Mrs Diggory, likely trying to think of anything to give some comfort to her and her husband says "He suffered very little then, and after all, Amos, he just won the tournament. He must have been happy." Then Harry tries to give them the money, but she refuses it.
More of Fridge Sadness here, but Viktor's "person he'll miss the most" is Hermione, a girl he's known for only a few months. It's also implied that though he really likes her, she doesn't spend a ton of time with him out of loyalty to Harry. No best friends at school, no family members brought in- How lonely must this guy be?
Very, most likely. He's most likely the target of a lot of people either being jealous of his talent and achievements, or so star-struck by his fame that they fail to see him as a real person... Not So Different from Harry's own social situation coming to Hogwarts for the first time, actually...
From the Film:
The moment when Harry returns from Voldemort's revival party with Cedric's body.
The part where Harry is crying over Cedric's body and hugging it- and when Dumbledore tries to get a better look and gently move Harry out of the way, Harry responds by childishly sobbing "No!" repeatedly and shoving the headmaster away, still clinging to the body. Harry sounds just like a little kid there...
Cedric's father screaming and sobbing "That's my son! That's my boy!" in utter agony, then rushing over to the body and bawling over it. Then he actually starts screaming in pure despair and horror.
The Tear Jerker of all Tear Jerkers, Dumbledore's eulogy for Cedric:
Dumbledore: Today we acknowledge a really terrible loss. Cedric Diggory was, as you all know, exceptionally hard working, infinitely fair-minded, and most importantly, a fierce, fierce friend. Therefore, I feel you have the right to know exactly how he died. You see, Cedric Diggory was murdered, by Lord Voldemort. The Ministry of Magic does not wish me to tell you this. But not to do so I feel would be an insult to his memory. Now the pain we all feel at this dreadful loss reminds me, and, reminds us, that though we may come from different countries and speak in different tongues, our hearts beat as one. In light of the recent events, the bonds of friendship made this year will be more important than ever. Remember that, and Cedric Diggory will not have died in vain. You remember that, and we'll celebrate a boy who was kind, and honest, and brave, and true. Right to the very end.