Bobbi dying in Clint's arms in Avengers West Coast #100. He just clings to her after she dies while his teammates stand around, unable to do anything. It's so bad that he leaves the team and refuses to go back, unable to return to the place where they first lived together and to people who didn't avenge Bobbi after she died.
War Machine: So you're not going back?
Clint: To the Avengers? No. I mean, what's the point? It's not like they avenge anybody.
West Coast Avengers #17 has Hank Pym sitting down and writing a letter to every single Avenger before his attempted suicide.
Especially the funeral. "I miss your battle cry." And then the next page is a full spread of Cap and The Avengers with the Catch Phrase "AVENGERS ASSEMBLE!" on it... *sniff sniff*
The now-iconic panel of his bloody corpse lying on the courthouse steps. The chalk outline still there a year later. Thor knocking out all broadcasting technology for a moment of silence on the one year anniversary. The Fallen Son book.
"It wasn't worth it."
When the above (and "The Confession") are taken into account, the The Avengers/Invaders miniseries (which takes place between Steve's death and resurrection is heartbreaking. Tony's reaction to seeing Cap on his screens... Past!Cap telling Iron Man that he admires him for sticking to his principles despite having to go against his friends... It's kind of like being punched in the heart. A lot.
Thor #11. Using Mjölnir, and bellowing "Avengers Assemble!", Thor summons the soul of Captain America. We then learn that Cap's soul is trapped between the worlds, and it is cold. On top of that, he can now feel the pain of the world and of his friends, and constantly bombarded by the sounds of people attempting to use his death for their own agendas. But when Thor asks him if he wants his death avenged, Cap replies:
No... there has been too much pain and death because of what happened that day. I won't add to it. I have no debts you need to settle, and no regrets.
The Confession. 22 solid pages of tearjerker, ending in a devastating splash panel of Captain America's corpse, with Tony Stark kneeling beside it whispering, "It wasn't worth it."
There is also the the double splash panel of a Holocaust survivor's memory of being in a Nazi death camp, and Captain America leaping into battle to liberate herself and her people.
The What If? version of Civil War also does contain one thing, from Iron Man's perspective. Uatu arrives and gave him a vision of HOW it was possible to avoid further bloodshed and make good use of the Superhuman Registration Act, without killing Cap... if Tony just backed down and stop being stubborn. Cue massive My God, What Have I Done? on Tony as Uatu left him shouldering all the burdens that he could've avoided in the first place.
Avengers: The Initiative #26. We're introduced to a couple of D-list villains, Johnny Guitar and Doctor Sax, whose only claim to fame is that they'd once fought Dazzler. After being recruited into the Shadow Initiative, Johnny learns that they're nothing more than cannon fodder, and their superiors are going to be intentionally sending them on suicide missions without the knowledge of the recruits. Going to visit Trauma, he learns that because of the way benefits and pensions are written, his family that he's estranged from will be well taken care of in the event of his dying in the line of duty. He decides to go through with it, but not before intentionally injuring Doc so he'll be sent home, and thus spared. Johnny's killed in the fight to reclaim Prison 42, and his and other deaths, as well as the sudden arrival of the 'big names' of the Initiative right at the end of the battle, suddenly make the rest of his unit aware of exactly what they are to their bosses.
The Wasp's funeral was hard to bear, especially the recently returned Hank Pym, who had spent years as a Skrull POW, giving the eulogy.
The Vision's introductory tale ended with a heartfelt speech from Pym imploring the other Avengers to not only forgive the Vision, but to admit him into their ranks. It culminated in the Vision's iconic panel, the android/synthetic man crying.
Another dead Captain America issue, from an earlier era. Stars & Stripes Forever is many panels worth of heroes and villains and a few random civilians reacting to Cap's death, culminating in a eulogy by the Falcon. (They Never Found the Body and he got better, but it's still sad.)
Hank Pym at the end of Secret Invasion is subjected with many Tear Jerker moments, especially when he learns that his wife Janet van Dyne has died. Him being told of the recent events, and his eventual angry outburst chewing out Tony Stark is pretty sad on many levels, for both sides.
"Where's Janet?" The Mood Whiplash as everyone goes quiet, having been celebrating the rescue of the replaced heroes just one panel ago, is like a punch in the face.
The ending of the Avengers vs. Atlas, in which an alternate version of the original Avengers team (Cap, Hulk, (Gi)Ant-Man, Thor, Wasp, and Iron Man) willingly sacrifice themselves to stop a time-virus from taking over the timeline they've found themselves stuck in. "Talk about nuttin' up," indeed.
Avengers Disassembled has a few, notably the deaths of Scott Lang and Clint Barton, but also The Thing fighting against his friends and trying to get to the wreckage of the Kree ship, because Clint deserves a proper burial.
The remaining Avengers, technically no longer Avengers, paying tribute to all their friends who have died. They wonder if anyone bothered to come, only to look outside and see a huge crowd, with signs paying their respects to the Avengers and the people they lost.
The aftermath of the "Siege" storyline. Captain America stands amongst his personal effects, consisting of photographs, papers, and even a baseball autographed by Babe Ruth; All he had of his life from before he was frozen, destroyed in front of him by Baron Zemo in an attempt to break him. The most painful loss being the only photo Cap had of his mother, ripped in half. He openly weeps over their destruction, telling Monica Rambeaux that he couldn't allow himself to do so in front of Zemo.
And many years later, during Civil War, Zemo used the moonstones to bring them back for Cap.
When Hawkeye took the identity of Goliath, the villain Egghead was attacking Earth with a death ray from a hidden space station, that nobody can detect. The Avengers had the unexpected help of the infamous mobster Barney Barton, who had once worked with Hawkeye. They were all wary on him, and Clint more than anyone, but they accepted his help because they were out of options. Still, the Wasp wondered: they had always understood that Hawkeye's past as a villain was just a time like a Hero with Bad Publicity, but if he had links with someone as evil as Barney Barton, there may be something darker hidden there. Now, let's see how did the story end.
Barney Barton: I knew... you would want it... that way. It's funny Clint... the way we both made... the big time! Still, you got... what I wanted... the fame... the applause... but, maybe I made it... just a little bit... at the end... huh, kid? huh?
Yellowjacket: The world may never believe it, but Barney Barton died a hero's death! Yet, he called you by name. He called you Clint!
Goliath: Why shouldn't he know my real name, Hank? After all, he was MY BROTHER!
The death of Thor and Hyperion during Jonathan Hickman's run. Many universes from home, and crippled, the two still charge against the Beyonders attacking them. Just to rub salt in the wound, as they see the approaching horde, Thor notes that he can't wield the hammer he brought with him, the hammer of Thorr, which can only be wielded by the un-worthy. Just seconds from dying, he's worthy once more... but Mjolnir isn't there for him.