This is based on opinion. Please don't list it on a work's trope example list.
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.
Really Athos's entire character - he's a broken and permanently melancholy man who regularly drinks himself unconscious to try to forget his past, and has never laughed once in the entire series.
They finally forgive each other in the second season finale, and Milady tells Athos to run away with her to England, saying she will wait for him on the outskits of the city until sundown. He almost does...until Treville makes him the new Captain of the Musketeers. Torn between love and duty again, Athos chooses duty. By the time he realizes he wants to be with Milady, she's already gone. All he has to remember her by is her silk glove.
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's 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.
The second season premiere gives us the Cardinal giving Aramis a posthumous Kick the Dog by having his subordinate show him Adele's grave, after Aramis had been led to believe that she'd stayed with the Cardinal in the previous season. Adele's grave is in a dank, dark and forgotten place underground, and the epitaph on it? Died For Love. Aramis is utterly devastated, and believes that every woman he's ever truly loved is doomed to die.
Prior to this, Aramis believes that the new Dauphin is his son, and is desperate to be something more than a bodyguard to this child.
Louis mourning the Cardinal's death. It's clear that while he's despairing over the loss of France's most capable minister, he's also grieving the only father figure he's had in his life.
In 2.02, Louis opening up to D'Artagnan while they're captive, about how he lost his father when he was eight. He's almost crying as he expresses his fear that his own son will lose his father young, just like he did.
This moment is a double Tearjerker for being Truth in Television: Louis XIII died when his son was just four years old.
Queen Anne hands-down in 2.03. Her son comes down with a fever, and given the state of medicine back then, it's unlikely that he will survive it. Then she wakes up and finds out that her baby has been kidnapped by someone she trusted (in reality, Constance taking the Dauphin to a public laundry place so the steam can clear his lungs and break his fever), and she has the unpleasant task of telling the King that his heir has been stolen. She goes into his private chambers...and finds him climbing out from his dining table in his underwear, followed by Milady de Winter. The heartbreak and betrayal on her face is palpable.
It's not just Queen Anne who's worried about the Dauphin. Aramis - who may very well be the father of the baby - is devastated by the baby's illness. His worry makes him inattentive during a crucial mission, and that starts a chain of events that ends with civilians and several Spaniards (one of whom was a fugitive who promised King Louis the formula to a special gunpowder that has three times as much combustive power as normal gunpowder) killed, and the fugitive's daughter orphaned and alone.
The backstory for Emilie in 2.04. She was a peasant girl who grew up with an illness that left her prone to fainting spells. She and her mother constantly moved from place to place, as they were always driven out of each village because of her illness. Emilie soon started to have visions in her sleep, and became convinced that they were from God, and soon amasses support and followers from the ordinary folk, who call her Jeanne d'Arc reborn and believe her to be a prophet from God. She's betrayed by Aramis - who'd been sent to infiltrate her camp - and arrested for the murder of the Spanish ambassador (actually Rochefort's doing). Then she finds out that her 'visions' were brought about by mushrooms, and all sorts of drugs that her own mother had been feeding to her for months, all so they no longer face ridicule. In the emotional confrontation with her followers as she begs for them to go home, her mother gets hit by a large rock and dies instantly. The last we see of Emilie is her sobbing, holding her mother's body as everyone who had supported her slowly leaves, completely alone and believing that God has abandoned her.
From the same episode, Treville is relieved of his duty as the Captain of the Musketeers after being set up by Rochefort. He remains calm as he delivers the news to the Musketeers, but the grief on his face is still visible.
Queen Anne yet again in this episode. Anti-Spanish tensions run high in the country due to Emilie's preaching, with several Spaniards getting attacked and killed in the streets. All of this means that Anne - already unpopular due to being a Spanish princess - is outright hated by her subjects, even called 'the Spanish bitch' to her face by one of Emilie's supporters. At a time when her husband the King should be showing her private if not public support, he's openly having an affair with Milady de Winter. She's alone and humiliated, with no true friend in her corner aside from Constance and Aramis.
In season two, there's a flashback to the day that Milady killed Athos' younger brother, and he found out that everything he knew about her (including her name) was a lie. In a broken, quiet voice, he tells Milady to make her peace with God because she must die for her crimes. As for Milady herself, it's more than obvious that she did fall in love with Athos, and her desperate screams for him to save her are the most genuine she's ever been throughout the series.
2.06, in which the King, his family, courtiers and the Musketeers get ambushed and held hostage by the astrologist Marmion. The King is forced to play a game, in which a toss of a coin determines which people live or die. Halfway through the episode, Louis is made to choose between the Queen and his son, and his courtiers without knowing which people will die. He's an emotional, sobbing, broken mess long before the ordeal is over.
Marmion's back story is one big Tearjerker after another. His village was hit by plague and was subsequently sealed off by the command of the King to prevent further spread of the disease. Due to an oversight, the food that should have been sent to the villagers never came, and one by one every single person in that village died of starvation, leaving Marmion and his younger brother the sole survivors. Among the victims included Marmion's wife and two sons.
Marmion was forced to choose who would eat when he managed to find scraps of food. His wife refused to eat when her children were hungry, and she died first. Then Marmion had to choose which of his children would starve when the food became scarcer, and used a coin toss to decide. His youngest son got to eat while the other boy died, but he still died anyway!
The end of the episode, where Constance's life is on the line and the King chooses wrong, and D'Artagnan pleads with Marmion to kill him instead of her, culminating in an Anguished Declaration of Love, all the while Constance begs D'Artagnan not to.
Marmion's brother realises his brother has gone too far, and jumps in front of D'Artagnan as Marmion shoots. Marmion spends his last minutes with the guilt of killing his own brother before the other Musketeers come to the rescue, and doesn't even put up a fight when Rochefort guns him down.
King Louis' increasing paranoia and obvious trauma over what he's been through in season two, to the point where he barricades himself in his quarters and refuses to see anyone but Rochefort. He even brokenly confides in Rochefort that he's afraid he'll be assassinated like his father was.
Anne being confronted with the realization that her trusted friend Rochefort is completely obsessed with her, and almost being raped when she rejects him. To make matters worse for her, he tells her that he will expose her infidelity with Aramis to the King (not because he's loyal to the King, but because she turned him down), an act of high treason that will get her, her lover and her baby put to death.
Constance and Dr. Lemay being accused of trying to poison the King, and then Constance having to watch as Lemay gets executed.
D'Artagnan reaching for Constance through her prison bars and telling her he will save her, before being dragged off by the Red Guard and beaten into unconsciousness.
Athos realizing that Milady was telling the truth all along, and really did kill his brother because he tried to rape her. He inadvertently sentenced the woman he loves to death for an act of self defence.
Made worse by Anne admitting why she lied about her criminal past: because she loved Athos and thought he wouldn't have married her if he knew about her criminal background. And after being hanged by Athos, she pledged herself to Cardinal Richelieu and became the cold-blooded spy and assassin that she is today.
Anne being imprisoned in her quarters by Rochefort, faced with accusations of trying to poison the King and sleeping with Aramis. She's not even allowed to see her child.
Marguerite's suicide in the finale of series 2. Made even worse by Rochefort tearing her suicide note, because now Anne, Constance and the rest of the court will never know that she was Rochefort's victim just like them, and will probably always think of her as a traitor.
The state of Paris come season three. After four years of war with Spain, the city has grown even more dangerous and is now under the rule of the Marquis de Ferron, King Louis' natural-born older brother. The Red Guard does as they see fit, and with the more experienced Musketeers off to war, it falls to Constance and young cadets to do what they can to serve fair justice to the Parisians.
Porthos' refusal to speak to Aramis in 3.01. He was Aramis' closest friend in the regiment, and he's still upset that it's been four years since he last saw or spoke to him. He thankfully forgives him before the episode finishes.
King Louis driving a wedge between Queen Anne and the Dauphin by monopolizing all his time, to the point where the prince refuses his mother's kisses and instead clings to his (official) father. Dialogue between the two heavily implies Louis still hasn't forgiven Anne for her affair with Aramis, and his closeness with the Dauphin is motivated partially to take the boy away from her.
The reason is much sadder. Louis has the white plague, and has less than a year to live. The reason he's so close to the Dauphin is because he wants to spend as much time with him before he dies.
Aramis' reunion with Queen Anne is the epitome of bittersweet. Made even sadder when he stares at the Dauphin and realizes that he's missed his son's babyhood and will most likely watch his childhood from afar.
Treville's death in 3.09, spending his last few moments alive making sure the young King escapes Grimaud's clutches before he's fatally shot and dies in Porthos' arms.
Grimaud setting off explosives in the garrison, levelling it to the ground and killing/injuring an untold number of young cadets and fellow Musketeers. D'Artagnan's frantic, desperate search for Constance in the fire adds to the sheer misery.
Even worse - this happens on the night of their wake for Treville. They're right in the middle of mourning the man who shaped them, raised them and trained them...and they now have no home, no base and have more men to bury.
D'Artagnan's utter terror as he searches the burning garrison for Constance and, later, his reaction to finding her apparently dead body.
Constance on the gallows. So obviously terrified, yet determined to go out with dignity.