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Tear Jerker: Oedipus the King
Two moments in Oedipus Tyrannus are particularly heartbreaking: the first, steeped in irony, is when Oedipus declares that he doesn't care who his parents were (at this point he only knows he was adopted), whether they were slaves or princes, even if his beloved wife and everyone despises him for it. In any other play, when Oedipus declares himself the "son of Chance", it would be uplifting and still is, in a horrible way. The second moment comes right at the end, when he's found out who his parents actually were and has blinded himself. His daughters/half-sisters are brought to him so that he can say goodbye, and he asks for their forgiveness for screwing up their lives. Then Creon comes to take them away and Oedipus, so proud and haughty throughout the play, begs for one more moment to embrace them. He doesn't get it.
This Troper recently went to see it in London (with Ralph Fiennes), and in the last moments of the play, they had one of the daughters pull away from Creon, run back to her father, and lead him offstage, presumably intended to be Antigone. It was sweet, in a heartbreaking sort of way, until this Troper remembered what actually happened to Antigone, and connected that fate with the little girl on the stage... then it was just heartbreaking.