In Sky the Blue Fairy's book, just being near the goblins is enough to freeze Sky, nearly causing her to fade away. Fern worries that the goblins have hurt Sky forever, and it takes three chapters before Sky is saved.
Juliet the Valentine Fairy's book has Rachel and Kirsty arguing for almost all of it, and it shows the sad consequences of what Jack Frost did when friends and loved ones can't get along.
Autumn the Falling Leaves Fairy's book doesn't shy away from showing the consequences of what Jack Frost did. In trying to skip fall and go straight to winter, he created an endless summer where everyone is thirsty and food doesn't grow. This causes several human world animals to help Autumn because without her magic, they can't get food.
The climax also has a sad moment. The girls' plan to melt the Ice Castle works too well, and Fairyland is in danger of being flooded. Jack Frost, genuinely repentant, agrees to work together with Autumn to fix things, but Rachel and Kirsty can't stop thinking about it until they know things are okay.
In Nina the Birthday Cake Fairy's book, Nina arrives in tears because she saw Jack Frost steal Kirsty's birthday cake and was powerless to stop it.
The Green/Earth Fairies series is full of sad moments, as the book deals with the consequences of environmental destruction, such as polluted beaches and rivers, smog, climate change, and the threat of rainforests and coral reefs disappearing.
In the Twins Fairies book, when Jack Frost tries to create an Evil Twin, the result is a good-hearted kindly clone named Jimmy Thaw. Jimmy helped the girls and fairies, and while he ceased to exist when the ring was recovered, he still exists in Jack Frost's heart.
The movie also has Rachel and Kirsty being bullied by Lydia and her Girl Posse for believing in fairies. When ignoring her doesn't work, and trying to deny it fails, they stand up for each other, their belief in fairies, and the power of their friendship.This causes Lydia's Girl Posse to abandon her, and eventually results in Lydia making a Heel-Face Turn.