This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Hayate the Combat Butler
After Hayate took the entrance exam to Hakuo, Nagi throws him a party. Just when he's beginning to have fun and believe in his abilities, Yukiji tells him that he didn't pass. Before Nagi could say anything, Hayate immediately leaves to the yard to mope and chastise himself for ever expecting to get in.
A little funny, but there's the time when Hayate tells Maria his dream...is to have an apartment. Not a particularly big apartment, either. Remember, this is not his goal, it is his dream. It is the absolute highest he will aim for. And when he misinterprets the shocked look on Maria's face, he says "Is...is it too much?" Dear lord, man.
Hayate's childhood. Need we say more?
Played completely for laughs, but honestly, despite how horrible Hayate's parent were, he did always (apparently) have a house. So what happened that he was 'used to being arrested for being homeless'?
The life in the Violet Mansion in the manga so far would eventually end. The FIRST EPISODE of the 2012 anime proves this. Nagi has her inheritance back, the question is now 'What was the price for its return?' And speaking about the new series "What happened at VEGAS to drive NAGI like that?"
Chapter 431. After the first half, which is filled with hilarious antics, the plot quickly turns into this. As Hayate tries to get Ruka to stop teasing him, they both just stop talking, and she leans her head on his chest. He tells her that she shouldn't, because she's going back to being an idol. She offers to throw away everything. Before she can finish, a firework goes off, cutting her off. Hayate looks at the fireworks, and mentions that the fireworks have started. She gives a sad smile. They start watching them together, and Hayate says she'll shine just like them as an idol. She asks him to keep looking at the fireworks, and writes a note and sticks it in his pocket. They watch the fireworks a bit more, and she wishes that that moment could last forever. Hayate agrees, and the next panels are of his face as he looks down. The next panel shows that Ruka has left. He pulls out the note. One one side is, "Goodbye". The other side, with a handdrawn picture of a grinning Ruka, says, "I hope you regret not marrying me for the rest of your life! <3".
Hayate: (with a sad smile on his face) Don't worry. I already regret it.
Athena realizing just how abusive she's been to Hayate. She loves him and only ever wanted to help him, but she winds up hurting him anyway.
Chapter 483. A blink-and-you'll-miss-it moment, though no less sad for it, where Hayate says that he thinks that "no one would ever fall in love with me except by mistake." His self-esteem is so shot that he thinks anyone who falls in love with him is wrong to do so because he isn't good enough. Sniff.