Derpy Hooves' fate in Discord's universe. Dinky has been turned into a foal-shaped muffin, and Discord has promised to turn her back when Derpy has walked enough laps around his palace. Every day Derpy marches around the castle, starting in the morning as a foal and continuing until she's pratically undead, carrying Dinky on her back. All the while she defends her daughter-turned-muffin from hungry birds, screaming, "Not my baby," assuring Dinky she'll have enough laps soon. She's done over a trillion now...
Worse? According to Dark World, this was merely one of the cycles of Paradox's "Groundhog Day" Loop and the only benefit is that Twilight managed to avoid fading away as Nightmare Purgatory. On top of that, one of the cycles implies a very similar timeline may have been how Paradox came to be in the first place.
Rainbow Dash in her first Reharmonizing sounds genuinely remorseful for her leaving her friends, and is clearly holding onto a lot of guilt through it all.
The background ponies dealing with the mental trauma of Discord's "fun", as seen in Applejack's Healed chapter. They may be back to normal, but they aren't "better".
Derpy Hooves: [to Dinky] Mama loves you. Mama's sorry. Mama won't hurt you. Mama didn't mean it...
Applejack's heartbreak over her realization that the children she had in the "Orangejack" universe don't exist because of her choice.
And then, after Princess Gaia creates her false paradise, Applejack meets with her children from the vision. She takes the time to give them hugs and say goodbye before allowing that entire fantasy to fall apart.
And unlike the others, she doesn't have the comfort of not knowing it's an illusion. She knows it's fake, but really wishes it wasn't. And then there's this line:
Applejack: Mama loves you. Dontcha ever forget that, ya hear?…And Ah wish this could be real.
Pretty much everything about Diamond Tiara and her mother Golden Tiara aka Screwball. Especially Discord's Mind Rape of Diamond Tiara.
And then in "Mind Games Part 7" when we find out just why poor Screwball was sent away. To protect Diamond Tiara from her. You will shed more tears for poor Diamond Tiara then you ever thought possible.
This troper has to ask, what about when Trixie explains how she was afraid of dying into obscurity?
Speaking of Scootaloo, when Rainbow Dash accidentally snaps at her and makes her cry. The poor girl asks if Rainbow Dash is going to throw her in the Pegasus Machine (a Shout Out to  where said machine is used to melt down Pegasi fillies into rainbow goop, here it's just a story old Pegasi tell the fillies to get them to behave). Thankfully, it's followed by a Crowning Moment of Heartwarming.
Applejack reading about Mimic's horrific death is sad enough, but then she realizes there are tear stains on the paper from where Luna cried while writing the account...
Fluttercruel being prepared to fade away into nothingness, fully prepared to die and leave Fluttershy alone... Then realizing her well-intentioned last lesson has turned Fluttershy to evil and made her into a Knight Templar. She ends the chapter sinking into darkness as she tries as hard as she can to undo it to no avail.
The author has expressed fear that he's alienated a good portion of his readers with this and felt the need to reassure the readers it was just a Cliff Hanger, not a Downer Ending. That is how tragic it is.
In this troper's opinion, when Applejack snaps herself out of Princess Gaia's fantasy and sees all of her friends under the effect of Gaia's mind control — then realizing how hard it must have been for Twilight to go through the same thing when they were under Discord's influence.
Applejack: Twi', is this what it felt like for you?
PrincessGaia's POV in the beginning of "Teacher Teacher". She just sounds so unwell, practically as if she knows there something wrong with her. And what's more, it's quite genuine-it's her insanity that turns her intentions into something so horrific.
One of the things Applejack sees when she looks into the Truth is an Alternate Ending to Story Of The Blanks. Alternate!Applejack practically tears Everfree Forest apart trying to find Apple Bloom, and when she finally does, the poor girl is a traumatized zombie pony. Alternate!Applejack's reaction is perfectly understandable…
Even worse? Discord planned to Yank the Dog's Chain with them during Luna's side-story by breaking the curse for a day or two, allowing them to think their curse was over, only to have it return so he can see the looks on their faces.
And now that Princess Gaia/Nightmare Whisper has been 'dealt with', the ponies of Sunny Town returned to their normal condition…with each and every one of them screaming and begging to be saved by Princess Gaia as they go. "No! Not this again! Please, Princess, we'll do ANYTHING if you save us!"
The audio adaptation of Applejack's Discording. The original was sad enough, but just how broken the voice actor manages to make her sound makes it much sadder.
Same goes for the adaptation of Pinkie Pie's Discording. It gets especially heart-rending when she reaches the the lines, "I hate laughter! I HATE IT!", and we realize just how utterly shattered Pinkie is by Discord's actions.
It made this troper feel like crying because of how close to home it hits. Especially the "NO ONE TAKES ME SERIOUSLY UNLESS THEY HAVE TO!" line.
The adaptation of Fluttershy's Discording is equally as heartwrenching. The voice actor and the music just put such a feeling into the point when Discord does his Mind Rape that, even though Fluttershy's voice doesn't change that much, it changes with just enough subtleness to make it absolutely chilling and heartwrenching.
Rarity's Discordification is both this and Nightmare Fuel, as you can practically hear her going totally insane throughout.
StarSong's willingness to sacrifice herself for her friend counts doubly, as she knows that Pinkie probably won't even remember her after she's gone (it turns out Pinkie was allowed to remember her friends, but StarSong didn't know that would happen).
Scratch that; the entire side story. Generation 3.5 gets a lot of hate from fans, but as the author points out, it did have its good points.
Nightmare Whisper. She's a horrifying monster, to be sure, but from the context of the event, it's also shown that she's ashamed of what she really looks like. It's almost as if there's enough Fluttershy left to be horrified at what she's become…
The Mane Cast having to fight their best friend turned Nightmare is just downright heartwrenching. As if that weren't enough, there's this line from Twilight when she thinks of what it was like for Celestia to be in the same position 1000 years prior:
Also, Rainbow Dash and Rarity feeling like that they have no choice but to use lethal force against Nightmare Whisper, both of them believing that Fluttershy would rather be dead than seeing what she has become.
Fluttershy, no longer Nightmare Whisper, still holding on to the pain and suffering of all of Equestria, refusing to let go so that others won't have to feel it. In what is also a moment of heartwarming, Pinkie Pie voluntarily taking up the burden as well, so that Fluttershy does not have to bear it alone. Just imagining what these two are going through is hard enough…
Also Twilight (along with Rarity, Applejack, Rainbow Dash, and Trixie) helplessly watching their two friends literally torture themselves and trying to find some argument, any argument that will convince them to let go before the suffering destroys them.
Twilight almost breaking down in tears in reaction to Celestia's plan to use a tabloid article to paint herself as theBig Bad of the Princess Gaia incident so that Fluttershy can simply move on. She just can't bear the idea of her mentor and mother figure taking such a burden on herself. It doesn't help that two scenes before, Twilight outright says Celestia is like a mother to her.
Pinkie Pie finding a toy version of Generation 3.5 Ponyville, and recognizing it, talking about how she misses her old friends. Poor filly.
Spitfire revealing how Discord tortured her and the other Wonderbolts. She herself had visions of the other Wonderbolts, her parents, and her old flight teacher laughing at her and telling her she'd make a better flying clown than a performing Pony. On top of this, she also reveals that Fleetfoot got Discorded and broke down crying when telling her, feeling like Discord violated her.
Orangejack revealing how Discord Mind Raped her. He made her drag her children around like rag-dolls, treating them like toys and not even realizing she's hurting them. Orangejack even doubted if she was a good parent because of it.
In the same chapter, the Cutie Mark Crusaders in the universe where the Mane Cast have basically created Brave New Equestria. Sweetie Belle literally begging Rarity to let their parents out of the reeducation camps, Apple Bloom reading off the lists of all the 'problems' for them to fix while trying not to think about them, Scootaloo being utterly abused by Rainbow Dash; the last of which is made all the worse after all the chapters of Dash being the epitome of Cool Big Sis.
You forgot to mention how Dash makes Scootaloo wear a jester outfit. Yes, this version of Dash is proud to let all Equestria know that she considers poor Scoots to be a total joke!
Just before being turned back into an adult, Golden Tiara realizes what will happen to her. She tells Celestia that she doesn't want to go and desperately pleads that she doesn't want to stop understanding, that she wants to see her "little princess" Diamond Tiara and her "prince" husband. Celestia is badly tempted to let her stay a foal, but ultimately decides against it.
Celestia: Everything won't be confusing forever. I promise you'll get better. I promise you'll find your way through the fog and find your family waiting for you. You'll become a stronger self. And hopefully, being reminded of the good times he had with you will help your prince guide you out of your fog…You're not dying, you're just becoming something new. I promise, what makes you 'you' will never disappear. You're not vanishing, you're growing.
It's not exactly "official" but this gives us a heartbreaking portrayal of how Princess Celestia was corrupted.
Celestia: He's right…Even…Even Twilight is afraid of me… The pony I love like a daughter is afraid of me…Terrified of me…They're all…They're all terrified of me…
It is now Loose Canon. And The Reveal that Celestia and Discord used to be friends, possibly lovers makes aspects of it even more depressing (even to the author of the fic).
"Butterflies Celestia" has the reveal that Celestia is really the G3 Pony Star Catcher, or at least remembers being her. Not only does this mean she's probably been through what Pinkie was, it also explains that her mother broke the immortality spell on herself by given birth to her, Celestia having to watch her own mother grow old and die right in front of her with no idea why except it was her fault for being born. Ouch…
Even worse are the effects of his Discording: any pony he touched turned into a physical replica of her, allowing him to surround himself with a harem of mindless Replacement Goldfish…and when his real wife appeared, he rejected her.
The way his Fantastic Racism colors his commentary is heartbreaking in its own way. To see a stallion consumed by so much hatred — let alone one who canonically is a Good Parent and anything but a close-minded Jerkass — that he rejects whatever help presents itself, including from Applejack, who should have been a family friend…!
Diamond Tiara's POV in the same entry is even worse, and Screwball's drives the knife home.
Good!Discord is promptly consumed by Evil!Discord and reverts back to his true, evil nature, those who were his friends before he returned to his true nature left at a complete loss at what to do about their Evil Former Friend. His earthly mother? He exploits her Mama Bear nature to turn her into his loyal Dragon. 1000 years later, she finally realizes it has to end, sheds a Single Tear and, in her mind, helps Celestia and Luna Shoot the Dog.
Let's be honest; EVERYTHING about Origins belongs here.
The period between the post Cosmic Retcon of G2 and G3. Dear Celestia…
Rather then the wish spell to make everyone's dreams come true coming about, Destruction blows up the entire civilization, killing millions including Starlight and Misty. Racism is abound and everyone is barely surviving.
Worse? Keep in mind Destruction didn't want to do this and was in his 'Omega State' at the time, and after he regains his senses seems to have felt the scope of destruction was too much.
Poor Patch goes on a quest to find the pieces of the Rainbow of Light, all the while denying that Starlight ever died. She ends up living far beyond the deaths of all of her friends, and in the end dies herself just as she completes her goal, meeting her friends in the afterlife.
And then there's the fact that Rainbow Dash doesn't even try to fight back against Shy's vicious rift on her abandoning her years ago. She just quietly admits she has no excuse, and that she was "a selfish nag" back then. Just the sheer humility of this snaps Shy out of her meanness streak, and she flees in utter despair.
"Mind Games 7" has a series of flashbacks to when Diamond Tiara's mother went insane. Remembering it is enough to more or less finish breaking Diamond's mind.
The entire scene between Liarjack and Epilogue!Apple Bloom. Apple Bloom has the same curse Sunnytown did, but remains alive during the day and had children. It's been almost 500 years, her family has died right in front of her from old age or Fauna Luster knows what, and she succeeded in freeing all the Sunnytown Ponies from their curse. She breaks down and begs Liarjack to break her curse and let her pass on…she does, and Apple Bloom ages to dust right in front of her.
The death of epilogue Cadence. No further words can be said beyond the tragedy of that.
Really? How about the fact that Twilight Sparkle regained her sanity when confronting her just long enough to remember her foal-sitter before she saw her die?
And now, someone drew it! Warning, VERY disturbing!
One of the worlds glimpsed by Liarjack in the Truth is one where rather than taking her in, Rainbow Dash tried to hand Scootaloo over to the foster care system. This caused her to run away and become Discord's servant the way Diamond Tiara did in the POV universe. Considering how close those two become in the main story, it's impossible not to cry at this possibility.
The saddest part? The girls didn't want to kill him because they realized he was nothing more than a child doing what his 'mother' told him to do. He simply didn't know any better, but they had no choice but to kill him to keep him from stopping them from saving Rarity.
This troper thought that the effects Discord had on Mayor Mare were very sad; he had turned her into a statue that kept shouting into a megaphone that she doesn't care about any of the citizens of Ponyville and the only reason she's working there in the first place is because she had turned down an offer in Canterlot. When she realizes what she'd done under Discord's reign, she starts working herself ragged, even skipping meals and losing sleep, just to prove that…
Mayor Mare: I do care about all of you. I promise.
Dark World 15. Scootaloo did come down to redeem Rainbow Dash just like Apple Bloom and Sweetie Belle did. But unlike Rarity and Applejack, Dash would not listen. Sniff.
Bon Bon's chapter of the Gaiden. From looking at it, the entire Gaiden will probably be that way.
Bon Bon: This wasn't supposed to happen…it just wasn't…The spell was supposed to make everyone's dreams come true! Instead, my parents, Misty, Rusty, and Misty's husband…they're all dead.
The Discordifications in Reharmonization and the psychological aftermath.
Rarity: I'll admit I don't know Applejack's brother all that well, but seeing that mountain of strength and silent will so…damaged like that carries a whole new flavor of wrongness.
Ladies and gentlecolts, I give you the sadness of the Duel of Tears:
Probably the first main hit was when you find out that Rainbow Dash in her younger days said that Derpy cheated on an exam, and because of this, her mother grew suspicious, and never looked at her the same again. It was probably after this incident that she tried to drown Derpy, and despite this being the catalyst for that to happen, after 1000+ years of thinking it over, the first thing Derpy says to her is, "I forgive you."
TD just sounds so crushed. She literally begs Twilight to let her kill her, desperately trying to convince her, the others, and herself that everything will go back to the way it used to be if she does.
Twilight demands that Rarigreed decides whether she wants the power to fight Discord easier, or to get another friend back. Rarigreed takes two deep breaths, and after her mad dash to get power, quietly admits,
"I'd want my friend back."
What about, after her defeat, Traitor Dash begging them to kill her if she can't kill Twilight to end her suffering. Thankfully, they manage to pull her out of it and redeem her.
From the dark world 17, Pinkie Pie has fallen a long way. She goes into a Villainous Breakdown just because Apple Pie manages to "giggle at the ghosties" and kills zombies with it. It's just so sad to see that she now sees all of her pinkie quirks as nothing but nonsense now.
The Valeyard threatens to kill Sparkler in an attempt to force the group to surrender. Derpy tearfully apologizes and tells Sparkler she CAN'T give up saving the world to save her. Then Rarity shatters Sparkler. Yeah, it turns out it was a fake Sparkler the entire time and Rarity knew it, but that doesn't make Derpy's response any less heartbreaking.
Derpy: Sparkler…Mommy's sorry…
Derpy's total despair about not been able to let the the Valeyard regenerate into the Doctor. She figures out how to do it later.
A minor one that I don't understand why it gets overlooked: in Pinkie's Reharmonizing chapter, she mentions the following:
Like I was saying, the Cutie Mark Crusaders turned in that extra homework on Discord like they were supposed to…Miss Cheerilee was so glad to see them so diligent she broke down crying right there in front of the entire class and told the entire class to go home early! Wasn't that nice?
While also a Crowning Moment of Heartwarming, Apple Pie saying goodbye to Poison Apple and Pinkie to Morning Light are both this. Particularly Apple Pie, who was heartbroken that her sister has to go and breaks down crying. She recovers, but it's still sad.
Fluttercruel's reaction to Discord being mortally wounded by Rancor. Yes, she's a monster and Serial Killer, but it's heartrending to see her react like anyone else would react to seeing their father be die. Applejack even compares the loss of her own parents to Fluttercruel's reaction. To put this in perspective, the entire mane six can hardly bear to watch.
During the battle with Cruelty as a draconequus Pinkie becomes an old mare. She reveals that when she became Pinkie she knew her element was dying but kept it secret from the others except for Applejack. And even Rainbow Dash is in attendance so she finally gets to see her old friend after a thousand years only to see her rapidly aging. And the only thing that stops Rainbow Dash from killing Twilight is that Pinkie made her make a Pinkie Promise.
The group saying goodbye to her and Fluttershy's spirits.
G3 Rainbow Dash's near breakdown when confronted with her conflicting and vanishing memories during the Cosmic Retcon.
Seeing the G2 Mane Cast having drifted apart before Patch finds Paradise Estate was always hard, but just Bright Eye's reaction to the whole thing, even mentally lashing out at her friends while thinking about them, is hard to read. Thankfully, they do rekindle their friendship...but we all know how that's going to turn out.
Even worse, there's some handy foreshadowing on how she realized that ponies needed to change their hearts for there to be real change. The moment you see that, you know that this will be the catalyst for the attempted spell.
Zipzee, Bright Eyes' G3 self, reacting to the G3 Apocalypse. Particularly when the newly formed G4 Rainbow Dash (who's yet to stabilize). How innocent the Breezies are just makes it harder to watch.
Bright Eyes' memory loss and the wedge it puts between her and Lancer. Made worse by the fact they still love each other, she simply can't remember their life together.
A moment when Bright Eyes founds her old journal from when she was a filly and experiences a rather crushing memory of being bullied as a filly.
As strange as it is, Havoc gets one when He actually cries when His son D__t's Shadow, the only thing left of him, is destroyed. When He appears to Bright Eyes' later, she actually feels sympathy for Him and offers her condolences, something Havoc outright admits no one has ever done before. Even more tragic is the implication that Havoc knows D___t succeeding in resurrecting himself would've been horrible for the universe and possibly even negated Pandora's Concept and thus, Bright Eyes winning was a good thing. Pandora and Strife even imply Havoc could possibly have restored D___t, but didn't because even He knows D___t wasn't a good draconequus...right in front of Havoc.
Nightmare House. Totally optional canon. Totally sad how Nightmare Eclipse is holding down/back her "friends" with her shenanigans.
To wit, Nightmare Banneret wants a nightmare rarity but can never get one for some reason. Nightmare Manacle can't get away from the evil she's done and spends some times just staring out in guilt. Nightmare Whisper wants to end the punishment of discord. Worst of all is Nightmare Mirror, who absolutely KNOWS that they're killing ponies, that she's disgraced the apple name, and that Eclipse is doing wrong, but can't see any other course of action to take.
Clover's Gaiden story has Clover's reaction to discovering Dandy and their son are fusing with her as a result of their wishes, leading to her feeling so scared lonely she wishes her Imaginary Friend to life so she won't be alone.
"Fluttercruel's Punishment" has several. Dark World!Fluttershy is forced to come to terms with the fact Fluttercruel was a psychopathic Serial Killer and needs punished for her crimes, despite the fact she sees Fluttercruel as her baby. Then we hear Stitch's life. Her father died by being put in a giant blender, Fluttercruel murdered her mother, then became obsessed with killing off her and her siblings one by one, ultimately capturing Stitch (after torturing and killing all but two of her siblings) and subjecting her to an And I Must Scream fate, extending her life just to prolong the torture. How could it get worse? She turns out to be Fluttercruel implanted in the timeline as punishment for her crimes. This results in her having an absolutely heartbreaking Heel Realization and My God, What Have I Done? reaction to it.
The Dark World heroes burying Wind Whistler after Paradox is expunged from her body. This is especially heartbreaking for Celestia, since she's still mentally a foal and thus had no idea what had happened to her friend or why she's dead.
Dark World's finale is bittersweet, because as happy as it is overall, it ultimately ends with a tearful goodbye between Twilight/Amicitia and her friends as she has to move on to do her duties elsewhere.
A somewhat meta example, but the owner of Neo Stream requesting that Alex delete his rebirth in chapter 36. Poor Neo Streamjust can'tcatch a break...
Continuing the meta sadness in Ch36, LZ bringing up a number of painfully valid points on Why the intervention with The Emperor of Man was a bad idea, leading to a heartwarming scene being tainted with Fridge Horror, and eventually deleted. It Seems that contrary to the theme of the story, not everything can be redeemed or saved.
Another bit of meta sadness is Alex and LZ's falling out. The two used to get along very well and be good friends, now it doesn't seem like they can talk at all without getting into fights over the fanfic. While it seems both sides have logical reasons, it's still sad to see two former friends at each others throats.
The fighting between the two got so bad that Godzillawolf left the SA Arc due to not bring able to bare being stuck between his friends while they were fighting. Thankfully, it seems things between the two are at least trying to make up.
Really, the current state of the writing staff is really distressing. As mentioned above, the disagreements between main author Alexwalorn and co-author LZ has turned into an outright feud. Fellow co-author Kendell22 has been forced to outright quit the project in order to avoid having to take a side in the feud between his two friends. Alexwalorn himself is at his wit's end, trying desperately to hold the staff together, blaming himself for everything that's happened. Pretty much the only staff member who hasn't suffered a Creator Breakdown is Audio Adaptation author Louis Baldamont, and even that's iffy considering he hasn't been heard from in months.
Mother Deer's entire situation. She's the Deer's Mother Goddess, like Tiamat is for the Dragons, and thus to her ALL deer are her fawns and she loves them. She's presently in a situation where she's has no choice but to lead a group of her children in a civil war against another group of them, and knows despite all the blood that's been shed, only MORE bloodshed is going to end it.
Pandora's Situation is hardly better, She effectively has to help Shining and Co. Euthanize her own child, and without even the comfort of it being merely dead, She had to help them erase it from existence, and is the only one who will mourn it. A brief flashback Shows that she feels she failed it.