The third episode of Nadesico. Gai Daigoji is introduced in the first episode as a lively, comical mecha otaku with a Super Robot protagonist's personality, despite the show being Real Robot. And indeed, the tone of the first three episodes is quite Super Robot... until the closing minutes when Gai is, out of nowhere, suddenly shot dead
Even more tragic is the nature of Gai's death. In your standard Super Robot show, someone like Gai would've at least earned themselves a badass Heroic Sacrifice, and indeed a situation arises just before where he comes close to achieving it. But then he survives just long enough to get shot in the back and die like a putz. The show even juxtaposes a character dying in Gekigengar in a more suitable fashion with Gai's death just to highlight how unfair it is.
The story behind the Nadesico having such a well stocked galley is rather sad.
The entire sequence on Mars where Yurika needs to make the choice of activating the Distortion Field and kill the Martians they came to save, or let the Nadesico get destroyed.
The death of Tsukumo Shiratori as well as his girlfriend Minato being badly broken by that.