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Tear Jerker: Rocky
Mickey shows up at Rocky's home to offer to be his manager, just so he can prevent some bad things to happen that happened to Mickey. Rocky rejects him at first, talking about the times Mickey refused to help him before, and it gets to the point where Mickey feels so ashamed of himself.
Rocky: Yeah. I've been out there walking around, thinking. I mean, who am I kidding? I ain't even in the guy's league.
Adrian: (sighs) What're we gonna do?
Rocky: I dunno.
Adrian: You worked so hard.
Rocky: Yeah, it don't matter. Because I was nobody before.
Adrian: Don't say that.
Rocky: C'mon, Adrian. It's true. I was nobody. But it don't matter either, y'know? 'Cause I was thinking. It really don't matter if I lose this fight. It really don't matter if this guy opens my head, either. 'Cause all I wanna do is go the distance. Nobody's ever gone the distance with Creed. And if I can go that distance, see, if that bell rings and I'm still standing, I'm gonna know for the first time in my life, see, that I wasn't just another bum from the neighborhood.
One would shed Manly Tears at the sight of a busted up Rocky crying out to Adrian after enduring such a long, grueling fight. The audience would feel as proud for Rocky as Adrian and the others would.
Everything seemed like it was going great for Rocky, save for the bad right eye. He can continue to make good money by starring in commercials. Then reality ensues. He's terrible at acting and was dumped by his agent immediately afterward. He tries to get an office job, but he didn't finish school, and on top of that, he's illiterate. He settles for a job at the meat factory, only to be laid off, pushing him to go back into fighting until Adrian chooses to help support them both with her old job at the pet store. To see Rocky having managed to finally get ahead, only to lose it so quickly is quite heart breaking, especially when he realizes that he cannot properly support a family like this.
He DID manage to get work with Mickey at his gym, but as Mickey feared, Rocky becomes a bit of a punch-line. The man who stood up to the champ is now swapping spit buckets. Made worse after Apollo humiliates Rocky in the news media.
When Adrian entered into a coma, Rocky stayed with her like a pet dog waiting for his master to return. What did he do? Stay as long as he could, day by day during visiting hours, just by her side, and at a chapel in the hospital when he couldn't visit her. He even insists on seeing his newborn child only if he and Adrian see him together. This was all during the time that Rocky MUST train for the fight against Apollo. He's willing to throw it all away if Adrian didn't wake up.
The Rocky series has many of these, but the one that sticks out the most is Mickey's death.
It's especially tearful considering that Mickey did what he could to train Rocky and believed in him to win against Lang, only to lose. Rocky lied so he'd go out with a smile.
Mickey: Hey, what happened?
Rocky: It was a knockout.
Mickey: What round? What round?
Rocky: Second round.
Mickey: I knew it. That's good. We did it, huh?
Rocky: We did it.
Apollo's death in the fourth film as well, it's especially sad because how close Rocky and Apollo had gotten after the third movie.
Paulie's speech, just before the fight with Drago.
Paulie: I know sometimes I act stupid and I say stupid things, but you kept me around and other people would have said "drop that bum". You give me respect. You know it's kinda hard for me to say these kinda things, cuz it ain't my way, but if I could just unzip myself and step out and be someone else, I'd wanna be you. You're all heart, Rock.
Rocky finds himself having lost all his money, and really desired to go back up, only to learn the heart-shattering truth that he cannot fight again without the risk of being permanently damaged.
Rocky nearly losing his own son, though to be fair, he did bring this onto himself.
Rocky's grief over Adrian's death, especially the scene where he confesses to Paulie that he has a "beast inside" him because of it.
Let's face it; even if you know ahead of time Adrian doesn't appear in Rocky Balboa, the sight of Rocky visiting Adrian's grave is absolutely heartbreaking.
And he visits it so much that he keeps a chair in a nearby tree.
And in the final scene of the film the chair is gone.
Rocky confining to Paulie about a "beast in the basement." To see Paulie go into Sincerity Mode with Rocky as he talks is both heart warming, and tear jerking to see an older Balboa crying.
Paulie also mentioned to Rocky that his meat factory job is all he has left. This makes the lay off much more heart breaking for Paulie, especially after Rocky looks at his eye.
Rocky: ...yo what happen to your eye?
Paulie: I hit it. I deserve it.
In a deleted scene, appropriately titled Paulie breaks down, he breaks into tears about how he was laid off from the meat factory, how poorly he had treated Rocky, and how deeply he misses his sister, and wishes that he had died instead of her. Seeing Paulie broken down like this, especially after how he's been through out the whole series, is sure to break any fan's heart.
Paulie: (to Rocky) "If I'm going to be lonely, I'd rather be lonely with you."
Rocky's comeback against Mason Dixon slowly becomes a tear jerker of the joyful kind, particularly his struggles in the last round (and the Ironic Echo of his speech to his son).
The video montage of all the people running up the steps at the end credits. See it here.
Much of Paulie's "Change the channel from yesterday." Speech on the outside it sounds like he's being his usual Jerkass self, but when you listen to what he says, you know he can't stand to see Rocky suffer.