The ending of Planet Hulk, the panel where Hulk holds Caiera's corpse in his hands as she begins to turn to dust and blow away on the wind is the single saddest image anyone can ever see in a comic book.
The Hulk is then left in a pool of lava surrounding him, reflecting on the irony of surviving the ship's detonation, and Sakaar's destruction, only getting stronger and madder, only for everyone around him, including his wife, to die. It's one of the rawest shows of grief that the Hulk has ever shown, and from a personality that wasn't exactly the nicest, makes it more poignant:
The ending of Hulk: The End. After having what he claimed he has always wanted, after winning his battle against Bruce Banner and surviving in a world where humanity has destroyed itself, Hulk is finally alone. And he feels cold.
This gets even sadder when you realize that the last word Hulk says, "cold", is in all lowercase. Everything he says— even normal speech— in the comics is usually in all caps, even words spoken in sadness or despair. Hulk is so broken on the inside, that his last word was written in all lower case.
And the reason Hulk refuses to let Banner die of a heart attack is on-par with Frankenstein's Monster for motivation.
Banner: Hulk... don't... please... I'm almost there... you can come with me... it will be wonderful... all your friends will be there, and there will be peace... please... Hulk: Hulk doesn't want friends. Banner: Hulk... God in heaven, listen to me... Hulk: No! For years... forever... Hulk has listened to Banner, and Banner's friends, talking about how Hulk ruined Banner's life! Hulk made Banner's life! Banner was nothing before Hulk... nothing! Banner: It'll be different, Hulk! You'll have peace... friends... Hulk: Hulk doesn't want friends, because friends will hurt him. Everyone hurts him. Everyone hurts Hulk.
"Betty can't take it, so it's all up to me." says Red She-Hulk.
"Heart of the Monster" — Doctor Strange and Bruce Banner realizing that Hulk will finally be happy if they leave him in the Dark Dimension, eternally breaking and restoring the world in a constant battle with Red She-Hulk... even though it means "Bruce" will fade away.
An old issue has Hulk befriending Crackerjack Jackson— an old hermit who gives him food, and even teaches him how to write his own name. Not too far away, an alien breaks two violent criminals out and gives them super strong handcuffs that power them up, but keep them together. The two convicts hate each other, but do well in taking down the Hulk. It turns out one criminal is Jackson's son, and because he was always working, his son blames him for leaving him alone and turning to crime, and accidentally kills his own father. Before either criminal can respond, Hulk goes berserk and destroys the powered band. Then he buries his new friend, and crudely writes his name on a tombstone.
"Amazing Grace." Hulk is taken to Cygnet VII, where he sees that the "Reds" are oppressing the "Greens." Hulk fights with the Greens and helps overthrow the "Reds." On his way back to Earth, he uses the ship's technology to monitor what is happening on Cygnet VII. He sees that the Greens learned nothing and that they are now oppressing the Reds.
Jarella's death. The Hulk goes through his usual fit of rage after finding out that The Defenders can't bring her back. Then it finally sets in that she's really gone, and he starts quietly sobbing.