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Tear Jerker: Spider Riders
The apparent death of Buguese near the end of the series. Even if you loathed him up to that point. You can't help but be impressed with his determination.
Poor Grasshop in "Spies and Lies", having to chose between betraying the Spider Riders or never seeing his wife and children again. The poor guy.
When Stags appeared to commit suicide after Hunter had beaten him in single combat. Like Hunter, I wanted to try and grab him before he fell!
Watching poor Beerain collapse and cry in despair at the end of "Fly No Longer". That scene alone was enough to make me feel really sorry for her.
That's nothing compared to the way Buguese treated her when she finally did manage to catch up to him. You could tell that his being forced to disavow her in order to stay in Mantid's good graces was eating him away inside.
Watching everyones reactions to losing sight of Hunter and Shadow after their fall from the bridge in the Labyrinth. Corona keeps shouting into her Manacle while hoping for a response. Magma is furious and rages, Lumen just sits and sulks, while a devastated Grasshop tries to comfort the crying Sparkle.
Even though he'd been a complete douchebag for the entire series, Mantid's story of loss and heartbreak really gets you.