Touchstone describing the death of the queen and the two princesses, who he had sworn to protect. It's worse when you realise that they were his mother and half-sisters.
The ending of Sabriel. Her dad who died saving her and Touchstone, Magistrix Greenwood who was killed when Mogget attacked, Colonel Horyse (who saw his own death and regretted never seeing the Old Kingdom proper), countless innocent villagers in Ancelstierre, and loads of soldiers and schoolgirls who died fighting Kerrigor. It gets really sad when you reread Sabriel after reading the next two books and realise that she had a best friend called Ellimere.
In Abhorsen when Sabriel returns to the school and sees the memorial stone, not even needing to read, for she knows every name by heart. One of the names she mentions is someone we met in the first book: Jacinth, the little girl chasing her bunny.
Mogget gives Lirael the message from her mother.
Lirael loses her first friend, the Dog.
The deaths of the Disreputable Dog and Nick at the end of Abhorsen. The epilogue helps a little, but still...
By the time of Lirael, Sabriel is only in her late thirties yet her hair is already turning gray, Touchstone is taking years off his life repairing the Charter stones, and Sam, at least, is painfully aware of it.