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Tear Jerker: The Belgariad
Zakath discovers that Urgit isn't the son of Taur Urgas, and breaks down as the full weight of his attempts at revenge falls on him. "He has escaped me... and I've slaughtered tens of thousands for nothing..." Bear in mind, Zakath is The Stoic until that moment.
From "Polgara the Sorceress", when Vo Wacune was destroyed. The sadness she describes and the bits of it you can still feel in "Queen of Sorcery" when she's talking about it makes you tear up.
The deaths of Beldaran and Ontrose in the prequels and the supposed death of Poledra.