This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Macross Frontier
Episode 20: Sheryl sings a haunting remix of "Diamond Crevasse" as Michael and Alto defend a macronizing Klan from Vajra first stage drones. However they are flanked, and Michael rushes back to defend the macronizing tube. He has the Theme Music Power-Up, he's defending the women he loves, he should win... but the music cuts off as one manages to dodge his bullets and impales him. He coughs up blood. It turns away, thinking him dead, but Michael, not dead yet, tackles it using his jetpack, and fills it with bullets. "Diamond Crevasse" restarts as it explodes, but it blows a hole in the ship's hull in its death throes... the song continues, but Michael barely has time to tell Klan that he does indeed like her back, and might indeed love her, before he is blown into space as the rest of the main characters scream his name, all as the slow music reaches a crescendo... Michael flew the blue plane. He deserved better
One episode later Ranka leaves Alto, her friends, and her bright future behind to the lonely melody and lyrics of Ao no Ete-ru (translated: "I'll give you one of my names, did you take care of it? May I have a word from you, that isn't goodbye...").
Episode 18 at the climax of Sheryl's personal subplot. Here is a woman who has more confidence than the sun has mass, who takes matters into her own hands and is utterly unwilling to ever give up reduced to a sobbing wreck on the rain soaked streets, and after the amount of whams she took in that single episode, one can't really blame her: Her manager, best friend, and for all practical purposes FOSTER MOTHER SINCE AGE SEVEN just told her she was an experiment that was now deemed a failure in favor of Ranka Lee, discarding her like a dirty paper towel with the sickest smirk as she told her she was going to die. She barely holds onto her demeanor throughout this when finally she sees all the signs pointing to her own career being all but forgotten in favor of Ranka's, her galactic sensation status practically stripped overnight, and she finally snaps there, over one of her own discarded concert posters left as refuse on the streets in the rain. Everything she held dear was practically stripped of her in the same day, except Alto, who actually went out to look for her.
Episode 24... Ranka begins by singing Aimo, which already is pretty heartbreaking... Then Sheryl starts with Diamond Crevasse, and you expect that everything's going to turn out alright... before The Minmay Defence is used to DESTROY humanity!
This is heartbreaking even more when you consider, around a year after the final episode, the composer of the song hanged himself...
Subverted with a Lampshade Hanging and a big middle finger to the audience with Ozma, which the writers decided to play as many parallels to Roy Fokker's death as possible, right down to references to making something with pineapples and him forgetting to get medical attention. The only difference is that Catherine Glass DOES manage to call it in before he dies.
The second and third time where Sheryl sings "Sheryl no Aimo" in Itsuwari no Utahime, she gets this distant, sad look on her face, then she reveals that it's one of the last things she has of her dead mother.