It's practically IMPOSSIBLE not to cry in this series: its kill 'em all nature and extensive character development results in characters we have followed for hundreds of episodes, whom we have shared joys and sorrows with, to break our heart when they die.
The death of Kircheis. Even Oberstein failed to keep his cool when it happened (in part maybe because it was indirectly his fault).
The sad silence that falls following Yang getting news of Jessica Eduards death.
Reinhard fulfills his dream: his sister is saved, he now commands the Neue Reich, and manages to be a great leader. But the only two people he wanted to share it with are dead and not talking to him. And of course Reinhard not dying under equally thrilling circumstances, but instead a mere disease.
Even his beginnings weren't awesome. Born to poor nobles, he saw Annerose as a mother figure all because his mother got run over by a high noble and said high noble's family refused to apologize, making his father Sebastian resort to alcohol. Fortunately, he earned a friend in Kircheis, only for his life to get worse thanks to Kaiser Friedrich IV offering money to Sebastian so that he can claim Annerose, and claim Annerose he did. Yeesh, it sucks to be Reinhard.
Lt. Commander Jean Robert Lap clutching his fiances handkerchief as he lays dying an utterly avoidable death.
Schönkopf finally remembering the name of his daughter's mother as he dies looking down on his own carnage and the enemy soldiers cowering in front of him.
Yang doesn't die in a great battle, isn't outsmarted in tactics, or even killed by a named character. He bleeds to death. Worse, he does so all alone, and flagellating himself for all the people he's known who died in battle.
The reaction that everyone had at the news of Yang's death was heart breaking. Frederica's reaction was surprisingly calm at first, until she finally had an emotional breakdown, screaming that she doesn't care is democracy dies or even if the entire galaxy get destroyed. She just wanted to live a peaceful life together with Yang, and now that one single thing is taken away from her forever.
Frederica (to Julian after he unintentionally triggered her by telling her that she is admirable for agreeing to step up and become the political leader for the Iserlohn Republic): Admirable? I’m not at all admirable! To tell the truth, I don’t mind if democracy ceases to exist! I don’t care even if the entire universe were to return to atoms! If he is…as long as he is reading books, half-asleep, alongside me…
Also, Frederica's comment on how she thought that instead of dying in such a horrible way, he deserves to pass away in peace after living a full life.
Frederica He wasn’t the kind of person who should’ve died that way. After he’d get old, and fewer and fewer people would remember his past accomplishments, he’d quietly read books every day, being rocked in a rocking chair under the sun. One day, in such an ordinary life, when his grandchild would come calling for him, there’d be no answer. Under the sun, quietly as if he were asleep, while no one noticed. I’d thought all along that that kind of death would be appropriate for him.
So does Reuenthal, out of his own free will. Before that, he lays out a pair of drinks for himself and his old buddy, "Gale Wolf" Mittermeyer. The reaction of the latter (known for his fleet's incredible speed in combat) when he discovers he's too late to share a last drink with his friend is heartbreaking.
Mecklinger delivering the sad news of Kempf's demise to his family. Especially so since we see the scene of Kempf bidding them goodbye as he heads to command Geiersburg.
Frederica Greenhill's reaction at discovering that her father was the leader of the military coup d'état on Heinessen was nothing less then complete disbelieve and shock. Until the final resolution of the military coup, every time that she appears on screen afterwards has her staring blankly at the floor instead of being her usual self. Then, upon being told that her father committed suicide, she immediately stated visibly trembling and had to excuse herself from the bridge and suffered an emotional breakdown in her own private quarters, crying as she have flashback of happier times that she enjoyed together with her father.
Step One: Watch episodes 82 (In which Yang dies), and 83 (Which show how every Alliance character is emotionally broken from the lost of their beloved leader, but especially Frederica, who lost her husband after getting married for only a single year). Step Two: Re-watch episodes 51 (When Yang proposed marriage to Frederica), 55 (Yang's wedding), and 59 (Yang and Frederica simply enjoying their peaceful life as a happily married couple together). Step Three: Try not to cry.