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Tear Jerker: Solty Rei
Solty Rei had more than its share towards the end of the series. The episode after Celica's death in particular comes to mind.
When Solty prefers to pull an Heroic Sacrifice and Roy cries and pleads when he tries to dissuade her? That HURTS.
Episode 17 when Sylvia is killed by Ashley. It's obvious she was having a hard time dealing with all the changes recently, only to be killed by the man she was in love with, seconds after he feigns returning her feelings.