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Tear Jerker: The Dark Knight Saga aka: Batman Begins
I know the rage that drives you; that impossible anger strangling the grief until the memory of your loved one is just poison in your veins. And then, you catch yourself wishing for the person you loved to never have existed so you'd be spared your pain.
The first gets its emotional impact from being such a heartwarming moment in such an otherwise dark context. It's followed quickly by the civilian deciding at the last second against blowing up the prisoners' boat and Batman summing up the implications of this for The Joker's philosophy.
What were you trying to prove? That deep down, everyone's just as ugly as you? You're alone.
And then we see the corrupted Harvey Dent ranting at Gordon for failing to save Rachel, threatening to kill Gordon's son in response, and using a coin flip to decide whether or not to actually do it.
And then there's Batman realizing the implications of what Dent did to the prosecution of the criminals, and insisting on taking the fall for it; the protagonist of the series, insisting on lying and encouraging Gordon to lie, because of the harm the truth would cause. This is enhanced by Gordon's speech about how "we have to chase him because he can take it." Bittersweet Ending indeed.
Rachel's letter to Bruce. And what Alfred ends up doing with it.
Bruce's speech about how Rachel was going to wait for him after she died. Alfred smartly takes the letter away from the breakfast tray and burns it. In context of Batman's speech about having faith being rewarded, Bruce would have likely quit being Batman right there and then had he read the letter.
Rachel's cut off sentence when she dies in the explosion.
Batman standing alone at the site of Rachel's death, with two firefighters pointing at him as he broods.
She's in it so briefly - but the lady playing Gordon's wife gives a fine performance. Her whole role is a tearjerker - from freaking out and yelling at Batman (hiding in the shadows) when the police notify her of her husband's "death" to the moment when he comes back and they share a tender moment to the ending When she desperately tries to protect her children, hiding their faces, and screaming "Jim, help him!" as Two-Face holds the gun on her little boy. There should be an Oscar category for "Best supporting supporting actress."
"We thought we could be decent men in an indecent time, but we were wrong." That line is so powerful and Aaron Eckhardt just nails it.
"The world is cruel, and the only morality in a cruel world is chance. Unbiased. Unprejudiced. Fair."
"It's not about what I want, IT'S ABOUT WHAT'S FAIR!"
Seeing Harvey's sanity break when he finds out Rachel has died. It's done in almost complete silence, but the minimal soundtrack and Eckhart's acting really sell it.
Bruce slumped on his chair after Rachel's death. It's sad enough in context, but what makes it absolutely heartbreaking is the way the shots and Alfred's dialogue mirror the aftermath of his parents' funeral in Batman Begins. Even after all his training and accomplishments Bruce is still the same traumatised little kid.
Near the end, when Jim Gordon is desperately trying to save his son; "I'm sorry! For everything! Please don't hurt my son [...] You're right, Rachel's death was my fault. But please don't punish the boy... punish me." "I'm about to."
The Dark Knight Rises
Alfred's line to Bruce in the second trailer. The sorrow in his voice is heartbreaking.
Alfred: You are as precious to me as you were to your own mother and father. I swore to them that I would protect you, and I haven't.
The entirety of the scene, where Alfred relates how Bruce's suffering is impacting on him and reveals his own Failure Knight feelings, resulting in him leaving Gotham is heartbreaking. Alfred crying about how he failed the Wayne family in the ending will shatter your heart into a million pieces.
If you can watch the moment where Alfred, after Bruce's memorial, breaks down before the gravestones of Thomas and Martha Wayne over what he views as his failure to protect their son without tearing up even slightly, you may wish to check to see whether you're a robot.
Minor but sad; as the cops talk about Gordon at the Harvey Dent Day party, one mentions how Gordon's family ended up leaving him and Gotham as a result of the events in the last movie.
Gordon preparing to give a speech, only to have flashbacks of an infuriated Harvey Dent/Two Face screaming at him from the previous film stop him.
The Talia background reveal, with Bane suffering greatly to help her escape from the prison.
Also, "Goodbye, my friend." It shows how much Talia and Bane truly love each other, with Talia sounding heartbroken at having to leave Bane to die along with the bomb, and Bane perfectly, 100% willing and ready to die so that Talia's plan will succeed.
The death of Batman. Even if he does get better.
In the climax, Blake is on a bridge with a bus full of kids after the bridge's pathway is taken out and the nuclear bomb is set to go off in seconds. He tells the kids to stay in the bus where they'll be safe, lying to them so that they have hope in their presumed last moments.
Listen to the cop's voice when he yells for Blake to stop walking. He clearly doesn't want to shoot him or blow the bridge, but he doesn't want Bane to blow the whole city. He just sounds so desperate.
After the Gotham Uprising, there is a short scene when Selina picks up a broken picture frame in an abandoned house, showing a happy couple with their children. The house is currently torn apart, and the family is nowhere to be seen, implying they were either killed or dragged off, kids and all. The tone in Selina's voice noticeably waivers when she says "This was someone's home." It really drives home just how badly the people of Gotham are suffering, and just how evil Bane and Co. really are for spinning such a tragedy as a GOOD thing.