Genesis, where Jacob steals his father's blessing from Esau, and Esau reacts with tears, saying, "Bless me too, my father!"
The Psalm David wrote in response to Jonathan's and Saul's death. As well as the enormousHeroic Blue Screen of Death he had when he learned about it.
The way David wept for Absalom, especially considering David would have lost his throne and possibly his life if Absalom had won.
Jesus' death. Even if you're not a Christian, you've gotta feel for the guy. Some of his miracles, too. Specially when he revived a poor little girl. And when he wept before he revived his old friend Lazarus.
Even Worse? People have speculated that he was weeping not because Lazarus had died, (he knew he could bring him back if God wanted), but because he was going to have to take him away from heaven. He cared about him so much that he didn't want him to have to come back and suffer death on Earth again.
It could be assumed that Jesus crying before the grave of his friend Lazarus was proof once and for all that he was human and not just the Son of God taking the form of a human. Jesus felt human emotions and pains just as we do. As a human Jesus was weeping over the tyranny of death and how it had claimed his friend—just because he knew God could bring his friend back doesn't mean he couldn't still feel sorrow over the loss of his friend and sympathize with the family of Lazarus who likewise suffered such sorrow. In his humanity Jesus wept for Lazarus, but as a God He brought him back from the dead.
2 Timothy. Knowing that he'll be executed soon, Paul urges Timothy, who he calls his son, to hurry to Rome so they can see each other before he, Paul, dies.
Ezra reading the book of the law in front of a crowd of truly repentant Jews.
Crosses over with Fridge Horror, but, when properly examined, the Book of Ecclesiastes was basically a book written by the dude who had been given the gift of Wisdom from God...and it's totally depressing. The last two verses do bring up some degree of hope though.
Moses dying just before he reaches the promised land, alone with his dream home forever out of reach. Very depressing end for a prophet of God.
...Until you get to the New Testament, where Jesus talks to him on the mountain with Elijah. The mountain was in the promised land, so Moses did get his wish, AND he got to talk to Jesus, it just took a little while.
Jesus' saying on the cross, "My God, my God why have you forsaken me?" This is sad on many levels when you take time to analyze it. Jesus being the sacrificial lamb for humanity means that he has had sin placed on him to bare for our sake, God the Father cannot be in the presence of sin so he must cut off ties with Jesus. Jesus being the Son of God has had an eternal relationship with the Father you and I can't comprehend and for the first time that connection has been cut off, the sheer agony of losing his connection with the Father was greater than the pain of the Cross itself. When you look at that saying from this point of view it solidifies how lonely Jesus was, his friends had betrayed or abandoned him in his time of need and his own Heavenly Father has cut off their bond on the Cross, Jesus felt a terrible loneliness unlike any other.
Depending on whether or not you agree with him, G. K. Chesterton sees this as Fridge Brilliance. In his final moments, Jesus essentially forsakes God, making him an atheist. Combined with him now atoning for all sin, Jesus is sent to Hell where he proceeds to save the souls of the damned and put Satan in his place...making it a weird win for atheism.
Another interpretation is that "My God, my God why have you forsaken me?" is a reference to one of the Psalms (don't remember which). It ends with the Suffering Servant saved by God.
Or both. He WAS forsaken by God, and Psalm 22 was a prophecy of His passion (after all, it includes the verse "they pierced my hands and feet") that ended in victory. And in that time, to remind people of a Scripture, Rabbis quoted the first verse/words only, so people could KNOW what was happening thanks to those words.
Basically (as I understand it), Jesus was suffering everything that humans suffered... including feeling that God has abandoned us. We all feel that way sometimes, Jesus wanted us to know that feeling that way is normal... and that God hasn't abandoned us at those times.
Before he was arrested Jesus prayed on the Mount of Olives, asking "Father, if you are willing, take this cup from me." (Luke 22:42) The book goes on to say "And being in anguish, he prayed more earnestly, and his sweat was like drops of blood falling to the ground." (Luke 22:44) The poor guy was terrified, and it's kind of heartbreaking to see him begging for his life like that.
Even moreso, imagine how it must have been for God at that moment: His Son is literally begging for Him to stop this torture, but they both know that it has to continue or there will have been no point to it at all.
In the Book of Genesis when Adam and Eve were told to leave the Garden of Eden after they sinned. They were to work hard for their survival, Eve had to feel the pain of childbirth, they were to grow old, and return to the dust that they originated from. Though it gives a hopeful prediction that God would send one of Eve's offspring to destroy the old serpent Satan. Though it is a Bittersweet Ending, though.
Mary. A mother almost always has to let their child go in some circumstances, but to have your son publicly executed seriously sucks. Oh, and she knew that something was going to happen to Him, as the first human to know of His divine nature, but she still agreed to bear him. If you're still not convinced, check out the song Mary Did You Know.
Even if she knew what was going to happen, I don't think she ever, ever would be prepared to face it. Imagine it all from her POV. Her kid, fully human, yet fully God, will grow up, do all these great things...and then be horribly killed by the Romans because of that. She even cradled his dead body after his crucifixion. I...I don't think I can imagine for a second what must've been going through her head.
She is even given a Foreshadowing by Simeon at the Temple when Jesus is presented: "a sword shall pierce thy own soul".
Somewhere in Judges (forget the reference), Jephthah, one of pre-kingdom Israel's judges (not the judicial kind - they were more like generals) made a rash vow (which are later warned against in the New Testament) that, if God helped him to win a particular battle and return home safely, he would sacrifice the first thing that came out to greet him when he returned. Israel beat their enemies handily. When Jephthah returned home, his daughter (a virgin, and given the customs of that time when girls were married off fairly young, probably only a teenager) was there to greet him.
If he carried it out word for word as he vowed he did something wrong and unnecessary. Among all those laws and regulations in the Law section of the Old Testament is a way out of his predicament. A substitute sacrifice got you out of vows you failed to fulfill for one one reason or another.
The whole of Lamentations. It's like the post-mortem of an entire civilization.
Hosea. In quite a few places really - Chapter eleven stands out. God declares that he is going to do away with Israel all together and utterly destroy them and forget his covenant... But he just can't do it. He loves Israel too much.
Jesus lamenting for Jerusalem - "Oh Jerusalem, Jerusalem, you who stoned the prophets and killed those sent to you, how often I have longed to gather you as a hen gathers her brood beneath her wings but you would not come"
All the lament psalms can have this, but Psalm 88 is the only Downer Ending psalm finishing with the line, "Darkness is my only friend".
The first few verses of Romans 9, wherein Paul declares that he would willingly give his soul for the sake of his beloved people, Israel.
In a way, God's perspective on the Ten Plagues of Egypt. This is a god who picked one people to serve as His example to the world, but who still loves everyone, and wants to make them right in spite of their evils. In order to teach His just commandments, He has to establish the fact that He is the one and only god to listen to. To do this, He subjects an entire civilization to ten consecutive plagues, from turning their river to blood to killing their firstborn, hardening the reigning pharaoh's heart to ensure that he can get through all of them and demonstrate to everyone on Earth what a bad idea it is to mess with God. And it doesn't even stick with one generation of God's own chosen people, who lose their spot in the Holy Land because of it. That I Did What I Had to Do / Good Is Not Nice moment, followed by it not sinking in would be torture on a regular human, much less a god who is well aware of the suffering of every good and evil person on Earth, and who still loves them despite of what they do.
Job. Here's a guy who had it all: wealth, land, good health, a nice family, and total faith in God. Then he gets designated as a Cosmic Plaything (as part of a bet between Satan and God, the former saying that Job would curse God if he lost his material possessions) and he proceeds to lose everything on one really bad day. Worse, his "friends" come along and tell him that since good people aren't punished, he brought the whole thing upon himself. In the end he gets everything back (and then some), but it's hard not to feel for the guy.