In Volume 7/the Mother's Rosario arc, the name for the guild "Sleeping Knights" doesn't mean much at first. But then you realize that most of them have a terminal illness, and their name is Sleeping Knights. Needless to say, it's heartbreaking.
Volume 7. All of it, both good (Asuna's reconciliation with her mother, Kirito's Big Damn HeroesYou Shall Not Pass, every damn heartwarming moment between Asuna and Yuuki)and heartbreaking.
Special mention has to go out to the end of the novel. Yuuki is finally succumbing to her lifelong battle against AIDS, and Asuna convinces the Doctor to let Yuuki log into the Medicube one last time before the end. They meet at the same spot where the originally met, and Yuuki gives Asuna Mother's Rosario, her one of a kind 11 hit combo. Following this the Sleeping Knights guild show up and pay their last respects, and Kirito & Co. do the same. Finally, over a thousand players from the game put aside any conflicts and come to say goodbye to the Absolute Sword (or Zekken in Japanese), who fades away after thanking Asuna for all she did and saying "I tried my best to live... Here, I really lived...". And to top it all off at her Real Life funeral over 200 players arrive in the flesh, surprising everyone at the hospital who thought she had no friends.
It's even more heart-rending in the anime. The episode even drops the normal titles, just to make sure that the focus of the episode is this one event, the final minutes of the greatest fighter in the entire game.
"Red-Nosed Reindeer", one of the sidestories and episode three.
After Kirito joins the Black Cats of the Full Moon, they all get annihilated, including Sachi, a girl who reminds him of his sister, and someone he swore to protect. He goes through plenty of shit to find an ultra-rare item that's supposed to resurrect dead players, and eventually gets it with the help of Klein and Furinkazan, only to learn it only works for up to ten seconds after death, the amount of time it takes once their avatar shatters for the NerveGear to destroy their brain. By that point, Sachi has been dead for six months.
Sachi hums the song while Kirito utterly breaks into Manly Tears. Bonus points for the darkly sad and lonely atmosphere of that inn room during Christmas Eve. Sachi was his first love, especially in the web novels, regardless of what he says about that. Dude watched his first girlfriend die in front of him, just a few seconds before he reached her position. While they were not in a relationship, the word choices he used (in the original Japanese, at least) strongly implies he was in love with Sachi. But he recognized that emotionally above love, they were first and foremost Living Emotional Crutches for each other. Like two Broken Birds hanging onto each other for comfort. Which makes her death and his subsequent breakdown even more tragic.
In episode 9, after taking the Gleam Eyes down, the moment Kirito wakes up the viewer can briefly see Sachi's face but with Asuna's voice. At that moment you suddenly start to realize Kirito has begun seeing parallels in the two girls, and likely he's begun to have feelings for Asuna, but he's likely constantly reminded of Sachi and her death that he's too scared to get close to her.
Kirito does not expect to survive the quest for the ultra-rare item that will resurrect Sachi. He thinks he deserves to die in the attempt for such a failure. If Klein's offers of help sound like he's trying to talk someone out of jumping off a ledge, that's because he is.
Think about it: This dude, the token lech in the main cast, convinces his friend not to leap off the slippery slope of death-seeking.
When Asuna hears Kirito's story in Episode 10 about the death of the Moonlit Black Cats, the only player name Kirito mentions is Sachi's. When you remember Asuna's tearful breakdown later in the episode, you realize she said it because after hearing her name... she likely realized Kirito stayed a solo player not just because of their deaths... but because he couldn't save his first love.
Pina's death is heartbreaking, especially to pet owners.
Episode 21. Kirito introduces his sister to Asuna, and, roughly at the same time, Asuna was near logging out. Had she not been caught, they would've finally been reunited.
Episode 22 has Leafa guessing who Kirito really is. Leafa/Suguha was preparing to forget her love for Kazuto by trying to love Kirito. She entered a brief Heroic B.S.O.D. when she finds out Kirito=Kazuto.
Kirito's first attempt to charge the barrier over the World Tree is heartbreaking. Even as he bounces off of it, he just repeatedly throws himself at it, showing just how desperate he is to reach the woman he loves. Not to mention the sight of Yui pounding her hands on the barrier, frantically calling out for her mother.
Leafa: [struggling to stop him] Stop it Kirito, it's impossible! You can't get any higher from here-! Kirito: [cutting her off, nearly in tears] I have to!Damn it, I have to try! Yui: [desperate] Mama! I'm here, mama! [breaking into tears herself] Mama!!!
His initial solo fight against the Guardians is both this and awesome. He's pushing with everything he has, more aggression than he showed even in his fight against Heathcliff, as memories of Asuna flash through his mind. With every one he sees, the more aggressive he gets. He wants to see his wife terribly and it shows.
Speaking of the episode, Suguha only tells him to leave her alone in the Japanese dub. If you look at the English dub:
Episode 12. That is all. Yui's reveal and Disney Death. She comes back in ALO but still.
Also serves for plenty of in-universe example. Just when Kirito and Asuna were starting to feel like a real family. Asuna crying in sadness only amplifies this.
Episode 13: Just as Kirito tells Asuna to stay back at the guild headquarters, she refuses, telling him she'd kill herself if Kirito were to die. After he admits that he'd rather run away with her just so they'd continue to live with each other, she reminds him that their real bodies don't have much time left. She then begins to cry in his arms, saying that she wants to live together with him in the real world.
Before then, Kirito and his friends manage to fell a powerful boss. With fourteen high-level players dying in the battle, however, everyone's morale begins to break: with the bosses that follow being harder still, everyone begins to wonder if they really can win and escape from the game...
The second half of Episode 15. Kirito learns that Sugou is planning to make Asuna his and tells the boy never to see her again. He is completely in tears in the subsequent scene, crying against Suguha's shoulders. Later we see Suguha lie beside him as he sleeps, shedding tears as well, but for a ratherdifferent reason.
The hits keep coming in episode 22. First, there's Kirito's attempt at the World Tree's Grand Quest, the last obstacle before he can be reunited with Asuna. He ends up dying in the attempt. Leafa then puts herself in harm's way to retrieve Kirito's Remain Light and revive him. When he tries to re-start the quest, she begs him to return to the funny, friendly Spriggan she met, and pretty much confesses her feelings for him. Unfortunately, Kirito can't accept them, and is determined to save Asuna. His uttering Asuna's name then causes Leafa to realize something frightening: after Suguha decided to bury her affections for her brother Kazuto, she decided to pursue Kirito...but if Kirito is trying to reach Asuna, that means that Kirito is Kazuto! She has it out with Kazuto in the real world immediately afterwards.
The whole situation of Sugou/Oberon sexually assaulting Asuna in front of Kirito in Episode 24 is Nightmare Fuel, but it's also pretty grim on another level. Kirito is so close to saving Asuna, when suddenly, Oberon cuts the reunion short and spams his Game Master status, pinning Kirito on the ground with gravity-based magic, chaining Asuna, and then as Kirito tries to get up, Oberon impales Kirito with his own sword and then procedes to tear parts of Asuna's garments off, and then states that once he assaults her in in the virtual world, he'll do the same thing to Asuna in the real world, while she is in a coma, in her hospital bed, and Kirito would be unable to prevent it. After saying this he proceeds to lick her and do all sorts of nasty things to her, while Asuna starts crying in despair. Heck, Kirito, in his Near-Death Experience basically sheds a tear and completely gives up (in his words "facing reality"). If it hadn't been for Kayaba's spirit showing up and lending Kirito his system administrator status and giving him a Heroic Second Wind, Sugou would've gotten away with everything! And this would've resulted in a Downer Ending.
Speaking of which, the ending for the GGO arc (Startear) seems quite beautiful, but the lyrics fit Shino's state of mind during this arc so well that it's quite heartbreaking.
When Kirito runs into Death Gun and learns that he is from Laughing Coffin from SAO, he's so shaken, that when Sinon comes to check on him, he grabs her hand as she's about to leave, as if pleading her not to leave him. This continues on until his match with her where he's lost the will to fight and nearly throws the match.
The ending for the Mother's Rosario arc in the anime. The song is beautiful yet sad and the scenes it play through feature Asuna and Yuuki hanging out together. It's implied that Asuna is reminiscing about Yuuki after her death.You don't even find out whetherany of Merida's guildmates survived SAO.
The side story, Sister's Prayer, essentially a prequel to Mother's Rosario. Not only does it drive home how hard life can be for Yuuki, Ran and their new friend Merida, but there's also the Foregone Conclusion about how all three girls succumb to their illnesses in a year or two, and Ran died sooner because she insisted that Yuuki test the Medicuboid, which allowed her to get a clean room.
The Alicization Arc, which has Eugeo dying, Cardinal dying, Charlotte dying, all within a few dozen pages from one another. Eugeo's death breaks Kirito, who blames himself.
The attack on Ocean Turtle ends with Kirito's brain damage getting worse to the point where he's out of commission for the next three books, even though he's still inside UW. The cover of Alicization Invading portrays the sadness quite nicely.
Made even worse near the end of Alicization Awakening when PoH beats him up while still suffering from his Game-Breaking Injury.
Alicization Lasting, while not as bad as the previous three books, has plenty of these:
The fact that Kirito is stuck in UW for 200 years is very heartbreaking, especially when he weeps at the World End Altar while thinking that he won't be able to see everyone in the RW again. Fortunately, he's not the only one: Asuna stays behind UW to be with him.
Alice's speech at Project Alicization's launch day. Also doubles as a heartwarming moment:
Alice: I have met with people of the real world many times. In this strange world where I'm all alone, they encouraged me, cheered me up. They taught me many things, showed me to lots of places. I like them. But that's not all...... There is only one person in this world, I love him. Now that I think I might not be able to see him again anymore...... this mechanical chest feels like splitting apart...
After being transferred back to the hospital from Ocean Turtle, Asuna pays Kazuto a visit and placed a new blue rose in his bedside table. Said rose brings him sad memories in UW: their friends in the said server have passed away of old age.
The first thing Kazuto did after going back home from the hospital is mourning Eugeo's loss. It hits him so bad, even Suguha has to listen to his story in UW after comforting him.