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Tear Jerker: Kingdom Come
Many, including the Heroic Sacrifice of Captain Marvel but the book opens with a big one: The Golden Age Sandman dying of old age, with only a handful of people attending his funeral.
Dinah Queen is killed by stray gunfire during the final battle at the Gulag. This causes all the archers to stop fighting as her husband cradles her dead body and their daughter stands over, both crying.
Shortly thereafter the entire Queen family dies, to a person, in the bomb blast. Human adventurers trying to protect their metahuman friends die in an explosion meant to protect non-powered humans.
Magog's breakdown after Superman finds him in the wasteland that Kansas had become. He's been forced to watch for the past ten years what he was the catalyst for, which he hates himself for, especially the fact destruction in Kansas. He even calls out Superman for abandoning the world and allowing the people he created run wild.
Magog: Your fault… you bastard. The world changed… but you wouldn’t. So they chose me. They chose the man who would kill over the man who wouldn’t… and now they’re dead. A million ghosts. Punish me. Lock me away. Kill me. Just make the ghosts go away.
Later, Magog inters himself in the Gulag. In the Novelization, it's humorous, but also sad, because you know Magog is still screaming in pain inside his own head.
Eventually Comet walked up behind Magog in the shadow of the Gulag. Magog turned and smiled lightly, putting his helmet and energy spear on the ground as the older man approached.
“We’ve not met,” Comet said. “I’m Adam Blake,” and he extended a hand.
“I’m Magog”, the caller said. He extended his own hand to take Comet’s, the first-time someone had shaken his hand in years, he thought. “I need a place to think. I need a place out of the sun. I understand that this is the village of the damned. I understand that this is a place where I might be welcome.”
“Yes,” Comet said. “Come in. We’ll find you a room.”