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Tear Jerker: Shakugan no Shana
Shakugan no Shana has one very early on; not even halfway through the first season, we are treated to the permanent disappearance of Yukari Hirai. And here, "permanent disappearance" is NOT a case of Never Say "Die". Her very existence will slowly vanish from everyone's memories, and when everyone forgets her, it will be as though she never existed at all. We get to watch Yuji try to prevent this. We get to watch her go from The Cutie in one appearance to Emotionless Girl in the very next. To the point where she barely acknowledges the same guy she was hopelessly in love with, and Yuji is happy because this is better than her now-usual reaction. Yuji at one point gets her to take a photo with her aforementioned Love Interest, which she is holding...when she finally disappears. And when Yuji picks up this photo, he doesn't see her in it, despite the fact that she just vanished right next to him.Damn.
It's made even worse because the entire sequence of Yuji trying so hard to help Hirai is set to happy, hopeful music, as though maybe, just maybe, she might have a chance, and every little sign of excitement or happiness from her is so heartbreaking, because it shows that Hirai really is in there somewhere, but she's fading so fast...
The part when Yoshida yells at Ogata for forgetting about Konoe after she got Ret Goned, only for the extremely confused Ogata to sadly say she has no idea who she's talking about.
Khamsin's backstory. He was once the Warrior Prince of an ancient kingdom. When a Crimson Denizen attacked, he made a contract with Behemoth to become a Flame Haze so he would have the power to fight back. He drove the monster off, only to find that no one in the kingdom, not even his own father, remembered him anymore. Khamsin vowed revenge on the monster for forcing this to happen and spent several years hunting it. With each rematch, he and the monster slowly got acquainted. When he finally killed it, he realized the only other being besides Behemoth who remembered him and the closest thing he had to a friend was now dead. When Khamsin dies, he wonders if he and the monster will finally meet again.
The scene where Konoe dies/is absorbed by Hecate, with little to no resistance at all. Its extremely tragic, since the show built her up as such an innocent character.
Junko's arc and ultimate fate. Her boyfriend can't even understand why he's crying.
As mentioned above, Khamsin dies, surrounded by his Flame Haze comrades and Kazumi, who mourn his passing.
Bal Masqué emerged triumphant in the war, and the Crimson Denizens even opted to include the Flame Hazes' restriction preventing them from eating humans, but Hecate sacrificed her life to summon the Snake of the Festival's divine power in order to create Xanadu. Sydonay, who adored Hecate and saw himself as her protector, is devastated by this. The flat voice he speaks with following her death reveals just how dead he is inside. When the Snake of the Festival and the Crimson Denizens leave for Xanadu, he remains behind, intending to fight alongside Yuji against Shana and Margery Daw, and die doing so, something that ends up happening.
Yuji, meanwhile, approaches Shana, Alastor, Margery, Marchosias, and Kazumi, the only others remaining in battlefield, and explains his plan to restore all the humans devoured in Misaki City by using the Power of Existence left over by the Denizens when traveling to Xanadu. He requests that Shana relinquish the remnants of Yukari Hirai's Power of Existence (which Shana had taken all the way back in episode 2 of the first season of the anime, enabling her to "insert" herself into Yukari's existence, and altering reality so that everyone "remembered" Shana as Yukari) in order to restore, but warning her that this would mean all those people Locked Out of the Loop, including Yuji's mother Chigusa and mutual friends Ike and Ogata will forget her.
Yuji then announces his intentions to travel to Xanadu, telling them that Misaki City does not exist there. Yuji explains that he intends to foster peace between the Denizens and humans in Xanadu, without Shana at his side. When Shana demands to know why she can't accompany him (in the midst of trying to beat some sense into Yuji), he explains that if Shana was at his side, he would be happy, and he did not deserve happiness after betraying the Flame Hazes and killing so many of them and the Outlaw-affiliated humans. Only after true peace is establish, he feels, would he be worthy of being with Shana. Throughout his explanation, he and Shana are fighting, with the latter pleading with absolute anguish to abandon this penance. Fortunately, after a beat down, he does.
In the middle of the fight, Yuji disperses the Fuzetsu, relying on the Treasure Tool Tartaros instead to protect Misaki City, while he shouts to the city (which includes Eita, Keisaku, Ike, Ogata, and his parents, the latter four of which no longer remember him):
Yuji: Please! Look at me... Remember me! Just remember I was here. Even if it's only in your dreams, remember what you see here!