This is based on opinion. Please don't list it on a work's trope example list.
Tearjerker / Ripper Street
Hobb's death. A nervous young man who was beginning to really show his potential under the guidance of the main trio, was killed trying to save the woman he had been assigned to watch. Worse, he knew exactly how he was going to die and that there was nothing he could do to stop it. He was able to grab a clue before being paralyzed.
"The Weight of One Man's Heart", was just completely horrible for Drake. His old army friends pressure him into crime, when he does the right thing, it results in a bloodbath that causes him to relive the trauma of war, then his close friend commits suicide right in front of him. Then, at the end, just when he thinks things will get better, Rose rejects him.
Threads Of Silk And Gold, for Best. His uncharacteristic inability to make a come-back when the terms of his blackmail become clear to him — that if he pursues the truth, not only is he ruined but his lover is in danger even more than himself, and other boys like him — and his drinking make it clear he's just hit rock bottom.
Jackson tearfully apologizes to Susan for accidentally worsening her financial situation. She rejects him and kicks him out. Even at the end of the season when he saves her house, she still refuses to take him back.
Jackson: I made myself believe that I could live up to you.
Susan: I never cared about money.
Jackson: It ain't about the money! I mean, what do I have to give you? I got nothing left. I broke every promise I ever made you. I brought you down to this and now I can't even protect you.
Susan: Matthew —
Jackson: I ain't a man, Caitlin.
The subplot regarding Rose, Drake, and Bella in season two: Bella's cult leader enters Drake and Bella's lives and demands Bella return to the cult, which she does. The cult then kidnaps Rose and Drake and tries to force them into ritualistic mass suicide. Rose and Drake fight their way, but a distraught Bella stabs herself because she believes her marriage has been completely destroyed. Drake crosses the Despair Event Horizon and disappears for weeks on ends after Bella's funeral, while Rose tries to find him and bring him home. Eventually she finds him, but he rejects her offers of help. Nonetheless, Rose remains by his side until he's ready to open up to her.