The climax of The Elfstones of Shannara. If it isn't bad enough that after declaring his love for her, Wil Ohmsford is forced to witness and accept the fact that Amberle Elessedil must transform into the new Ellcrys, there is the scene later in the Gardens of Life after everything is over. The moment with the little Elf girl and her mother can lead to weeping openly, especially the lines: "Will she keep the demons far away from us?" "Far away." "And protect us always?" "And protect us always." And a few paragraphs before that: "Something of the self must be given back to the land. In the end, she had given up everything. But she had not lost everything. In becoming the Ellcrys, she had gained an entire world."
Allanon saying goodbye to Wil is almost as bad. At the start of the book, Wil was warned by his Great-Uncle Flick not to trust Allanon, who he had adventured with before. After Amberle's transformation, Allanon and Wil have a long talk about what happened. Allanon's last words to Wil? "Tell Flick he was right about me. He'll like that, I think." Ow. Just, ow.
Wishsong counts too, for the Magnificent Seven-worthy, OK Corral-ish finale at Graymark, wherein Jair's entire party except himself and Slanter sacrifice themselves so he can reach Heaven's Well. The death of Helt and Garet Jax is particularly poignant. No question of course for Allanon.
There are so many deaths in the Heritage series that it could almost embody this trope. While Quickening, Cogline, and especially Faun's deaths are heart-wrenching, it was the entire slew of losses in Elf Queen of Shannara that rips everyone's heart out. Naturally the loss of Ellenroh and Eowen Cerise was quite a blow, and Garth can easily have one bawling, but even Gavilan can bring a few tears. One of the best and most well-written books in the series, but utterly depressing, too.
This troper openly wept at Cymrian's sacrifice and death towards the climax of Witch Wraith. What really caught me was the aftermath of his penultimate showdown with Edinja Orle. As he lays dying he and Aphen whisper back and forth that she'll come find him when this is done and "he'll be waiting." Starkly, tragically beautiful.
If you look at Grianne Ohmsford's character development throughout The Voyage of the Jerle Shannara and High Druid, her ultimate fate as the eponymous Witch Wraith is just heartbreaking. Even after atoning and trying to heal from her servitude to both the Morgawr and the Straken Lord, even after finding freedom as an aeriad spirit, she is snapped back into the physical world by Railing Ohmsford, a century later, who is convinced she is needed to combat Tael Riverine. She is reborn as the Ilse Witch, with all semblances of her good self gone. That she kills Riverine and takes his place as the Straken Lord, only to be permanently banished to the Forbidding for eternity is both ironic and incredibly tragic, given her past.