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Tear Jerker: Kamen Rider Wizard
Pretty much every time someone is nearly driven over the Despair Event Horizon by a Phantom, with their cracking bodies a visual note to their soul-crushing loss about to take over them.
As well as those who already became a phantom. The Lizardman is a noteworthy example.
Shunpei, Wajima, and the Donut Hungry Shop assistant's crying scene in #7, while actually a funny scene in its own right, could count as this for anyone who's ever went through what those three went through.
#15's ending. After the sheer awesomeness that was Water Dragon's debut, we got a very heartwarming and sad moment with Chizuru watching the film she was in.
#19's after-battle climax shows us the saved Gate, a painter still pining for his deceased wife, sobbing and clutching her portrait, damaged by the Phantom and driving him to almost unleashing his own Phantom prior. Lamenting how his last hope was gone, Haruto then whips out the hitherto-concealed letter from his wife behind the portrait (which his wife left before she passed away). Her letter asks him to live onand paint more paintings in memory of her. It should definitely strike a chord in all widows/widowers and anyone who lost their closest beloved.
#20 shows us what Yuugo, Phoenix's human host, was like. Given that the original was such a kindhearted, gentle man... seeing the brutal monster that stole his life and identity just became a lot more depressing.
In #24 we see Kousuke first interrupting someone. It was his own grandmother, who he always saw as someone that would nag him. Even worse, that was the last time he saw her, because after that he found the Beast Driver.
And then his grandmother shows that she genuinely loves him. How? Offering to let herself be turned into a Phantom so Beast can consume her. Just the thought of that potentially happening is heartrending.
And the preview; Kousuke states that if anything ever happened to his grandmother, it would send him into despair.
#25 has Nitou saying the above line, after the realization that the only reason his grandmother was so hard on him was to protect him. The two share a hug that'd warm the coldest heart.
A second one at the end, where his grandmother learns that in addition to the charm she had given Nitou during the episode, he had kept the one she had given him years earlier.
#26, full stop. The revelation that your long-lost twin sister is now a monster. Poor Mayu...
It gets worse in #27, after Mayu reveals how Misa was such a loving sister; she receives a message from Medusa requesting them to meet. Medusa then gloats that she was the one who killed their parents (complete with a flashback) before crushing Mayu's memento into pieces right in front of her. The sight of Mayu on her knees, crying out for her parents, is heartbreaking.
#31 has Haruto and Koyomi talk to each other about how important they are to each other, and Koyomi thanking Haruto for giving her hope through his kindness. This scene becomes heartbreaking thanks to Haruto no longer having magic, meaning he can no longer supply Koyomi who desperately needs it, or she will soon die.