This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Miss Saigon
"The Movie In My Mind", where the Saigon prostitutes describe what they daydream about when they're with an uncaring john. They know they'll probably never escape this life in reality (and indeed neither Gigi nor Kim do, as far as we know), but they can escape it in their imaginations.
"I Still Believe", where in stark contrast to their previous scene (embracing on the balcony of her room), we see a despairing Kim alone in a hovel, praying for Chris to come back to her, while simultaneously seeing him thousands of miles away. . .in bed with his new wife. Only 1/3rd of the way through the play and from that alone, we know it's going to end sadly, somehow. The scene itself doesn't help, as both women, who know nothing of each other's existence, sing of their love for their husband Chris, and how they Still Believe.
Kim's Big "NO!" after she is forced to kill Thuy. Despite everything he did, he was still her cousin, and she clearly cared for him even if she didn't love him romantically.
"I'd Give My Life For You" - After Kim, the Engineer and Tam escape Vietnam, Kim sings a stirring song of how she will make sure Tam has the opportunity to do anything he desires, leading the audience to hope that Kim and Tam may get a happy ending...and then the chorus begin singing in a round that reminds us that this won't be so.
First Group: No place, no home. No life, no hope. No chance, no change.
Second Group: No regret. No return. No goodbye.
Third Group: One day. One night. One day.
"Bui Doi", which opens the second act, is a total tearjerker. John singing "Now I know I'm caught/ I'll never leave Vietnam" is a punch to the gut, but when he practically sobs out "But then I saw a camp for children/Whose crime was being born" the tears start pouring.
In the original production, this song was accompanied by a slide show featuring pictures of the mixed-race children John was advocating. Don't know if the pictures are of actual Vietnam War babies or if they were staged...either way, it was damned effective.
"The Fall of Saigon" is probably the most emotionally punishing scene in the entire show. When the helicopter takes off and you hear the crowds at the gate screaming in despair, it just rips out your heart.
Chris' agonized scream of "KIM!" as he makes one final, desperate attempt to find her before being dragged onto the helicopter and forced to leave doesn't help. It's even worse in the revival, where he now follows it with a tearful, "I'M SORRY!"
"Room 317" Kim rushes to Chris' hotel room, thrilled at the prospect of FINALLY reuniting with him . . . only to meet his wife. And with that, you can literally see Kim's heart break—every actress I've seen in the role plays this scene perfectly—Kim freezes in place, her face, her arms, her entire body sags and goes so limp that for a moment you fear she might collapse right there.
Some of Kim's final lines, as she says a last goodbye to her son. No, I'm not crying, there's Sand In My Eyes!
Look at me one last time
Don't forget what you see
One more kiss...and then say goodbye...
The real kick in the ass is that Tam most likely will forget about her. He's two years old, and most people can only remember things from the age of three on. Unless he's one of the exceptions, he'll have no memory of his biological mother and everything she did to protect him.
The finale song for the original 1989 production, "The Sacred Bird", was even more tragic as she reprises "I'd Give My Life For You"
Right before the gunshot, the score plays a few bars from the Engineer's "American Dream" motif. Sure, it represents America... but an idealized, hyper-capitalist America that's just a dream and doesn't really exist. It feels uncomfortably like the play is mocking Kim.