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Tear Jerker: Le Chevalier d'Eon
Durand dies trying to save his friends after refusing to obey the King's orders to kill them. Bonus points for the fact that d'Eon is the one who's forced to kill him after he's been taken over by The Virus - a compulsion placed on him to force him to carry out his orders. Just after it seems like d'Eon will be able to break the curse and save him.
Robin accidentally killing Teillagory is a big one, too.
Anna goes months waiting for D'eon to return, only to die less than a day before she would have seen him again. Oh, and she dies hallucinating that they're finally together.
Basically the series is one big Tear Jerker, since it deals with the subject of conflicting loyalties with no clear-cut answer.