The despair to which all of the girls die or are turned into witches.
Mami is killed the moments after she is finally told that she will always have a friend and that her lonely existence will end.
Sayaka's grief in being able to heal the person she loves but in return finds herself unlovable and unnoticed (in comparison to Hitomi who was already getting love letters and Madoka who is purported to have more talent as a magical girl than Sayaka ever will) and dies together at with Kyouko, who lost her family in attempting to be selfless and became single-mindedly selfish as a result.
Homura, whose actions in attempting to save and protect Madoka have protected no one at all, culminating in her ultimate despair.
Madoka's witch to be heartbreaking as well. Kriemhild Gretchen, the witch of salvation whose nature is mercy. "The only way to defeat this witch is to make the world free of misfortune. If there's no grief in this world, she will believe this world is already a heaven." Oh Madoka...
Another speculation on Uhrmann's identity is worse. Some think she was a magical who witched out because a dog was receiving more attention than her, and chose the form of a dog to try and attract attention.
Mami's death, as well as any mention of it in the subsequent episodes. Madoka crying the next morning during breakfast because she's so lucky to be alive is particularly heartwrenching.
Mami's advice to Madoka before she fought Charlotte and died got her, as it was seen as Mami's last words and wishes to Madoka before her heartwrenching death.
Her final thoughts make her death even more heart wrenching. As she fought her way to Charlotte, she was very happy now that she did not have to fight alone and thus finally ending her long solitary fight against witches. Sadly, it was not meant to be.
The scene with Kyosuke and Sayaka in Episode 4 really heartwrenching. We learn how bitter poor Kyosuke is for no longer being able to do something that meant the world to him, and our hearts go out to Sayaka as she desperately tries to console him. The scene really punches you in the gut when you find out what happens to Sayaka later in the series.
After Mami's death, Madoka swears that she'll never forget her (since Magical Girls don't leave a body if they die in the witch's barrier, and Mami had nobody to remember her by). That by itself is depressing, but the exchange after that is even harsher in retrospect:
Homura: "Those words must make Mami Tomoe very happy. ...I'm jealous."
Madoka: "I won't forget you, either, Homura! I'll never forget how you saved us that day!"
When Madoka and her mother talk into the night and her mother asked her to grow up faster so they can drink alcohol together... *sniff* It becomes even sadder when you consider what happened in the final episode. *sob* They will never get to drink together...
Scenes with Madoka and her family become tearjerkers when you watch the end and you realize just what she was giving up when she made her wish to erase every witch from the past, present and future, and ascend to a higher plane of existence at the cost of retconning her from existence. In this Crapsack World these are the only times we ever see a parent-child interaction since the rest of the girls' parents are either dead or missing: Mami's and Kyouko's parents are dead in Kyouko's case, her father went crazy and killed the rest of the family before committing suicide, Sayaka's are never shown until her funeral in Episode 11 and Homura is implied to be an orphan as no mention of her parents is ever made.
Episode 7, beginning with Sayaka in the bed, holding her soul. She is so broken here.
Sayaka: "I'll never be able to hold him with these arms, or kiss him with these lips..."
It's one thing to lose the one you love to someone else and quite another to believe you can't have him/her anymore because something's happened to you that you fear would Squick that person out, hence you feel "unlovable". Disabled and disfigured people can relate easily.
Kyoko's backstory. Her father was so disgusted/scared of her for being a magical girl, that he killed his entire family. He didn't kill her - because she wasn't family.
Or, Kyoko did get killed. Then she woke up from her healing factor with everyone dead around her.
The way Kyoko reacts when Sayake throws away an apple. The way she tears into that apple when she gets upset. The way she reacts when Sayake asked where she got the apples. You can tell she was deeply scarred from the time when her family was starving.
The bit where Sayaka claims that Homura doesn't give a damn what happens to her, only Madoka...and Homura confirms it.
After Sayaka contracts and she's hit with misery absolutely equal to the happiness that Kyosuke will have thanks to her wish. This is what ultimately leads her to become a Witch.
Aforementioned quotation, along with a tear dropping into her soul gem, breaking it and turning into a grief seed, was too poignant, even when you were expecting it.
Eri Kitamura, Sayaka's voice actress, said in an interview that she and Aoi Yuki (Madoka's voice actress) sobbed during the episode's recording.
At the beginning of the episode, Madoka tries to convince Sayaka to stop fighting recklessly, resulting in the latter snapping at her for claiming to sympathize with her while doing nothing and tells her to become a Magical Girl if she really wants to understand what she's going through before storming off. This scene is tragic for a couple of reasons: 1) Up to then, Sayaka had been adamant about Madoka not contracting which shows just how much the stress of being a Magical Girl has gotten to her. 2) Madoka's Heroic Self-Deprecation worsens as a result of this because her best friend told her she's useless. 3) This is the last meeting between Madoka and Sayaka before she turns into a witch so there is no reconciliation.
Homura's absolutely heartbreaking breakdown after she saves Madoka from making a contract with Kyubey. "Why... Why must you always sacrifice yourself?"
Even worse, Madoka runs away during her breakdown. It's partly because she wants to find Sayaka and partly because she is freaked out by Homura's words and how they're coming from The Stoic of the cast. This leads to Homura begging for Madoka to come back.
Harsher in Hindsight (see Episode 10 below). "Always". Homura has already seen Madoka die at least four times; no matter how hard she tries to change Madoka's mind again and again it always ends the same way. The word Kyubey and Homura use is... countless.
Kyoko desperately tearing into her food, as if everything will be alright if only she eats enough. There was a time in her life when everything being all right depended on her eating enough. She eats more in this one episode than she does in the entire series.
Kyoko used to believe in stories about courage and love triumphing against all odds. Somewhere along the line, she forgot about them.
Madoka's reaction to Sayaka's death, leaning over the body and crying into her chest.
Kyouko desperately trying to preserve/revive Sayaka before Kyubey plants the idea of resurrection in her head.
We see Madoka trying desperately to reach out to Oktavia von Seckendorff by reminding her of the ideals she once had only for her to be rewarded by her former friend attempting to crush her in turn. This is more jarring when you remember her first act as a Magical Girl was saving Madoka from a witch herself.
Kyouko's Heroic Sacrifice/Mercy Kill on Oktavia von Seckendorff, saying she understands how horrible it is to be alone, and she won't let Sayaka die that way.
Kyouko's thoughts as she's falling: "Please God...if this is how my life ends, show me a happy dream for once." *sniff* This is the first time in a long time that Kyouko's cared about anyone other than herself. The last time she did a selfless deed was to sign her life away as a Puella Magi in exchange for granting her father followers; it resulted in Pater Familicide. Now that her attempt to change Sayaka back to normal has failed, she's dealing with the fact that she brought Madoka to a death trap and someone is going to die because of her again. The music makes it more depressing.
Looking at the translated lyrics for Sayaka and Kyouko's duet (which is the special ending theme for this episode in the DVD version) will make you cry all over again.
The image shown at the end of the episode while the song plays is devastating too. They are both submerged underwater. Sayaka, unconscious, is drowning and Kyouko holds her hand and looks at her with a faint smile. They're going down together. It perfectly captures the events of the episode.
Oktavia's barrier is a cavalcade of meaningful tearjerkers. An armoured mermaid with physical armour where she had no emotional ones. The posters crying out for someone to notice her. Kyousuke hidden underneath the opulent front of the concert all to do with her, standing in a corner with his violin but never playing it the way she wants him to—for her.
Kyouko's surname is Sakura, or Cherry Blossom. Aside from the red motif there was a small piloted missle employed by the Japanese during WW 2 nicknamed Cherry Blossoms that were used for Kamikaze attacks against American battleships. considering how Kyouko went out there's an odd parallel.
The fact that Homura, in one of the earlier episodes, mentions that she's seen countless magical girls die. With episode 10's endlessrecursion of time coming to light, we can see from the separate timelines that the only magical girls that Homura comes into contact with are the one's we personally know: Madoka, Sayaka, Mami, and Kyouko. Based on the timelines shown to us, we have a death count of 9. On top of failing to save Madoka and consistently witnessing the deaths of her friends, just how many times did Homura travel back in time in order to bring these four girls to death? Word Of God is "approaching 100".
We never hear the gunshot. We just hear Homura's anguished cry as she's about to kill her best friend.
If you look at the clues it seems the Grief Seed she uses to save Homura was Sayaka's. Madoka carried it around with her all that time rather than use it.
In the original timeline, Mami shows up, complete with Crowning Music of Awesome, Just in Time to save Homura from the witch who was trying to lure her to suicide. Knowing exactly what happened to Mami back in Episode 3 turns this from a triumphant entry to an absolutely gut wrenching one. Seeing Madoka and Homura grieving over Mami's lifeless body just some minutes later... *sniff*
Seeing Homura before any of the events of the show took place, you can quickly piece together that the episode is going to be about how she is broken into the way she is in the present. You know it's going to be sad but it's hard to be prepared.
After seeing everything she's gone through trying to protect Madoka, it's absolutely gut-wrenching to think of what she must be feeling when the girls that she was best friends with in previous timelines reject her advice...
Episode 10 makes the peppy opening theme, 'Connect' a tearjerker...simply by using it as the ending instead. Take a look at the lyrics, and you realize that the song is all about Homura and her resolve to finally save Madoka after all the failed recursions.
A retroactive Tear Jerker. Notice that when they rescue Homura, Madoka and Mami appear to be working together as a team. Remember their conversation in Episode 3? Where Madoka promised to become a Magical Girl and fight by Mami's side, right before the latter died?
Madoka in the third timeline. After she loses Sayaka, itself too much for her to take, she then sees Mami freak out, kill Kyoko and ready to kill Homura. This forces her to shoot her dead. All this after learning the Awful Truth about magical girls. Yikes!
Madoka:I don't want this! I can't take it anymore!
Near the end of the episode... Homura laments her inability to defeat Walpurgis Night. Lying in defeat she prepares to turn back time again... only to stop after remembering what Kyubey told her. Each time she goes back, she only makes things worse by making Madoka stronger, and thus her Witch. Kyubey has finally broken her by revealing that in attempting to protect Madoka, she has been ruining her. She can't stop because doing so would mean accepting that there is no hope, but if she goes on, she intensifies Madoka's descent and the destruction of the world. In the end, she loses hope... The music that plays during the scene takes this from a tearjerker all the way up to heart wrenching.
Sayaka's funeral. Though sad it's not so much the funeral itself as it is the reality behind it.It shows us for sure that yes, Sayaka is dead. Consider also that funerals for Magical Girls are rare events since they don't leave a body when they die in the witch's barrier or that their bodies are never recovered when they become witches. Both Mami and Kyouko are dead too, but only Madoka and Homura are aware of it and so neither gets a send off. Sayaka only managed to get one due to Kyouko carrying her body out of the barrier after she became a witch.
The conversation between Madoka's mother and teacher in this episode, combined with the conversation between Madoka and her mother in episode 6. It really hits home how unfair it is that the characters have to suffer so much, when they're still children. These are not the stakes they should be playing with.
Homura confessing to Madoka that she's lived this last month over and over again trying to save her, but has failed every time. She sobs and hugs Madoka, saying she knows none of this makes any sense since, from Madoka's perspective, Homura is a stranger. Chiwa Saitou (Homura's voice actress) confesses in the audio commentary that doing this scene made her cry.
You are all but guaranteed to cry when you see Madoka giving her heartfelt goodbye to Homura before she ceases existing on the physical level.
The fact that Tatsuya and Homura are the only people who remember Madoka, not her other friends or parents, and that Homura is the only one who knows of her sacrifice and grieved for her. It's even worse if you stop to think about it for a while. Madoka made the biggest sacrifice in history. Because of her every magical girl who ever existed will be allowed a peaceful death, but in order to obtain that she must fight her own witch for all of eternity. Despite all of the pain she had to suffer in order to make that wish and all of the pain she has to go through to uphold it no one will ever know about what she did. Only Homura and her brother, who will forget it when he grows up, can remember her and Homura is the only one who knows of the sacrifice she made. Homura must now live Alone in a Crowd. To add insult to injury, we are shown Mami and Kyoko's confusion at Homura crying over some girl named Madoka. They will never know what Madoka did for them or remember the friendship they all once shared. That is the saddest thing of all.
Even if you hate Hitomi you have to admit it's sad how she lost her two best friends; one who she can't remember and never will, and another who died fighting in order to keep the city safe. She's the only one of the original trio who survived the series. She's all alone now and she will never know why that is.
The PSP game reveals Mami's witch form. One word: Candeloro. It's heartwrenching to realize that even Mami succumbs to despair in one timeline or another. The fact that her familiars strongly resemble Madoka and Kyouko make it so much worse.
Harsher in Hindsight when you realize that one of the reasons Mami's dark side tempts her into becoming a witch is that she can create familiars that will never abandon her like the real Sayaka and Kyouko did.
Kyouko's witch form is named Ophelia. Considering the original Ophelia drowned and Sayaka's witch is a mermaid, the connection makes it all the more tragic.
The third drama CD, Farewell Storynote A majority of this drama CD has been adapted in the first half of the spinoff manga, The Different Story, gives us the details on the past relationship between Kyouko and Mami and it's really heartwrenching even on observation alone. Kyouko used to be an idealistic Magical Girl and the only friend Mami had. Then Kyouko's tragedy happened and she grew cynical and argued with Mami... until she decided to go on solo, then Mami desperately tried to make Kyouko stay with her. It ends with Kyouko beating the crap out of Mami, leaving her battered and crying over their broken friendship and her being all alone again...
It's more tragic considering the fact that Mami died a gruesome death... and ALL while probably thinking that her friendship with Kyouko will remain unrepaired, and Kyouko herself has become dismissive on her existence and death.
Listening to the Drama CD, young Kyouko sounds alot like Sayaka when she first started: an altruistic and idealistic Plucky Girl who looked up to Mami in the same way Sayaka did, except for the Calling Your Attacks. It's pretty depressing to listen to Kyouko energetically talk about how she wants to use her powers to protect everyone around her (at one point, she even questions if it's so strange to make a Selfless Wish), then flash to after the Pater Familicide to hear her bitterly proclaim how those attacked by familiars aren't worth saving and that she intends to only use her power for herself. The contrast between Kyouko's past self and present is heartwrenching.
There's also the scene with Kyouko's family. Not only does the fact that they seemed so happy make their final fate even more tragic, but there's also the knowledge that while they were around, they gave Mami a brief taste of the happiness of having a family when they had her over for dinner, which proves that Mami also suffered as a result of the Pater Familicide.
Different Story shows why Mami was better off dying in episode 3. The series consists of events (and Kyubey) conspiring to break her in every way possible, culminating in Mami succumbing to her inner demons and nearly becoming a witch, with Kyouko pulling a Heroic Sacrifice to prevent it. Later, Mami is Driven to Suicide because she simply can't cope with the life of a magical girl any more.
The fanvids and other fan-content for Madoka also have their sorrow-filled moments.
Case in point: 魔法少女に花束を, or more commonly, A Bouquet of Flowers for a Magical Girl (English Subtitles). KOKIA's powerful vocals coupled with the abstract, symbolic imagery will fill you with sadness. The simple little glimpses of Madoka breaking into tears makes you simply want to join her in crying. The sequel, 私の太陽, translated as My Sun, once again leverages KOKIA's voice and the imagery of Homura visibly breaking down over missing Madoka, and will make your tears into a waterfall.
This third video (English Subs), 【まどかマギカ】水底のマギカ【KOKIA】, featuring "I Believe" by KOKIA, will make you weep for Sayaka and Kyouko.
This fan rendition of Madoka's Goddess theme from episode 12 will tug at your heart, especially more so if you've watched the episode.
This award-winning AMV, Mahou Shoujo Requiem, combines its powerful lyrics with some of the more emotionally powerful moments, all but certain to make you realise you still have a few more tears to shed. Little wonder it won so many "Best Of" awards from so many anime conventions.
Rolling Homura is so fitting to poor Homura's plight, you just want to hug her and cry for her. You'll still cry for her sake when Madoka hugs her in your stead in the end.
This MAD called Walpurgisnacht, initially comes off as a Crowning Moment of Heartwarming, showing a much less bleak possible route of Homura's many time loops. However, things don't end well... Every one dies (except Homura of course), and despite slight twists, all the deaths are depressingly familiar to those who have finished the show.
Simon & Garfunkel's "Scarborough Fair" is already a rather poignant song. Add PMMM to it and you will have something in your eyes. "She once was a true love of mine..."