Rincewind's Heroic BSOD and the description of him scrabbling through the rubble of the ruined library just about broke me. And then at the end when he stays behind in the Dungeon Dimensions...
Not just that but the ruined library at all. Being a great lover of books it was heart-breaking, especially after all we've been told about it. There was also the matter of whether the Librarian got out or not.
Sourcery is the only book I have ever read that has literally made me cry. It takes quite a lot to do that.
Spelter and Carding- both starting out as your standard vicious wizards, both coming to realize something is horribly, horribly wrong... and both discovering that Redemption Equals Death. Extra-horrible bonus points for Carding, since the readers get a Gory Discretion Shot but Coindoesn't.
The beginning with Ipslore and his wife's death: "All my magic could not save her."