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Tear Jerker: The Musketeers
The backstory for Athos and Milady De Winter, and the effect their actions (her lying about who she was and then murdering his younger brother, him sentencing her to death by hanging) still have on each other: Athos is still in mourning until he discovers that she's alive, and Milady still harbours feelings for him.
Their feelings for each other are mutual, which is toxic for both of them. Milady even tells Athos that the only way they can ever find peace from each other is if both of them are dead.
D'Artagnan begins the series by losing his father. Then he loses both his father's farm and the woman he loves over the course of one episode.
The woman in question being Constance Bonacieux. And the reason she dumps him is because her husband discovers their love affair and threatens to have D'Artagnan put to death unless she ends it.
Queen Anne and Aramis' conversation after the announcement of her pregnancy. It's all but outright said that Aramis is the father of her child, but he can never be anything other than a bodyguard to the baby. What makes it worse is that Aramis is shown to be very tender towards children, and is hinted to still be grieving over the child he and his would-be fiancee would have had if she hadn't suffered a miscarriage.