Skulduggery: Well, we escape. I'm not sure how yet but-
Valkyrie: No. What do we do now? We're partners. You're my best friend. I love you. You were my... I looked up to you. What am I supposed to do now?
Skulduggery: *turns away* You need to find yourself a new hero.
"Valkyrie," Lord Vile said. His voice was a whisper.
Keep in mind that this is the only thing he has said in the series.
Fletcher's reaction when Valkyrie tells him she was cheating on him.
Skulduggery's "I would", when asked if there was anyone who’d be willing to give up the rest of their life to guard Darquesse.
Carol's death. She had grown up so much, she's got such crappy self esteem and all she wanted to be was special. No one even knows she's dead and she died thinking Valkyrie was the one murdering her. For extra depressing points, it sounds like she was the only one talking her sister out of a potential eating disorder.
Remnant!Tanith returns in Kingdom of the Wicked. Valkyrie begs her, without success, to turn herself in so they can help her. There are subtle hints that a part of Tanith still loves Ghastly. Last of all, Ghastly reaction to Tanith killing Strom. This happens in a chapter entitled "A Happy Ending". Really, Landy?
By Kingdom of the Wicked, Valkyrie's only close friend is Skulduggery. And her reflection. Which is trying to kill her.
Valkyrie: *laughing* My God, do I have any friends left?
Lord Vile kills Ghastly in the alternate universe. That's when you know that this version of Skulduggery is gone.
The way Dark Days starts.
She missed him.
She missed his voice, and his humour, and his warm arrogance, and those moments in his company when she realised that this was when she came alive-finally living, by the side of a dead man.
A lot of Last Stand of Dead Men is depressing, but one of the worst parts has to be when Skulduggery tells Dexter and Saracen that the Dead Men are gone
Skulduggery: There is no Dead Men. Ghastly and Anton have been murdered. Ravel's betrayed us. Valkyrie is ...gone.The Dead Men have had their last stand and we've fallen. The three of us are all that remain.
Even more depressing is Dexter's realization that Skulduggery is right.
"The sounds of war faded as that quiet, simple fact settled into Vex's mind...He looked at Saracen and Skulduggery, his friends, his brothers, and although they had history that would hold them together forever, he could feel the bonds between them start to loosen, and fall away. Suddenly Saracen Rue looked old and tired, and Skulduggery Pleasant came into focus as what he really was—a genius, a killer, a tortured soul, and the only truly dead man among them."
Ghastly and Anton's murder by Ravel.
Fletcher's reaction to Ghastly's death was utterly heartbreaking, especially considering how supportive Ghastly was.
Cassandra's second vision and Valkyrie's reaction to it. Desmond demands that Darquesse let Valkyrie go and Darquesse incinerates the whole family. Then Darquesse kills Skulduggery.
Beryl, in tears, mentioning that Crystal thinks there's something wrong with Carol.
The little hints that Gordon never really got over Melissa.
In the Friday Night Fights short story, all it takes is one sentence to reduce Valkyrie to a sobbing wreck. I wish Skulduggery was here. Moreover, she constantly hears him in her head, and feels like she's betraying him every time she goes against his advice.
Lord Vile's very existence. Created from Skulduggery's Despair Event Horizon(which was actually orchestrated in an attempt to turn him into the Death Bringer) turning the great hero into an omnicidal maniac. "The Last Stand of Dead Men" reveals that the most horrifying mission for Skulduggery's closest friends was when Vile showed up and murdered a huge number of the mages they were with and then used their corpses to try and kill the rest. The few that survived were broken by it and Skulduggery remembers the whole thing. Even worse because Darquesse is that powerful Skulduggery has to rely on the part of himself he has nothing but shame and hatred for in order to save Valkyrie's life.
Landy tends to commit the most heart wrenching examples of Joshing any attempts at romance that there is. Tanith and Ghastly look like they're about to get together. Tanith gets permanently possessed (by the same remnant that took great delight in torturing her), dates Billy-Ray leaving Ghastly heartbroken and everyone reeling. Worse the two are still in love and look like they might over come this massive obstacle until Ravel betrays and murders Ghastly
After books of teasing as to Skulduggery and China we have the requiem ball where the two seem to be heading towards a future together except Skulduggery finds out that China was the one who betrayed his family to Serpine and is responsible for their deaths and hates her. It's later heavily implied that China did so because she was in love with Skulduggery and was maddened by her jealousy and apologises while attempting to put right her wrongs
The ending to The End of the World. Ryan was just a fake personality created by Deacon and he reverts back after receiving a kiss from Valkyrie. Valkyrie and Skulduggery's Tranquil Fury when telling Deacon to get lost is just the icing on the cake.
Stephanie's death in The Dying of the Light. She's not everyone's favourite character by a longshot but her last thoughts are of desperation to get back to the people that she loves. To add salt in the wound, the last thing she hears Fletcher say is that he isn't sure if he loves her because she's her own person, or if she's a carbon copy of Valkyrie.
Remnant free Tanith finds out about Ghastly.
The Second Test. Skulduggery's reaction to seeing his wife and child again. When he sees his wife, it's flat out denial. When he sees his child...damn. Fletcher sums it up best.
Suddenly Fletcher didn't want to be seeing this. He didn't want to be seeing this at all.
Before his marvelous display of Loophole Abuse, Valkyrie's reaction to Skulduggery going to turn off the Accelerator was fairly gut wrenching.
Darquesse erases Gordon from the Echo Stone.
Clarabelle bursting into tears at the thought of Scapegrace and Thrasher leaving her. Scapegracehugs her.
Melancholia's absolutely devastated reaction to Valkyrie telling her that she'll be freed but her magic will be blocked and her memory will be modified..
Thrasher'sDisney Death, especially the part where Scapegrace asks him to call him by his first name.