The books are filled with these. The biggest in the first is Bailey's death. Tibby falls into a depression (though she eventually gets out of it).
Kostos' backstory of his parents and baby brother dying in an accident. Lena acknowledges that she has no real reason to act so cold towards love when people like Kostos and Bridget have lost their families yet are still completely open to love.
Bridget discovering her mother dead on the floor with a needle in her arm, which may also count as some Nightmare Fuel, especially given that she's only a child when this happens.
Carmen feels bad about how she's acted around her future stepfamily after Albert telling her about Lydia's husband.
Sisterhood Everlasting easily beats the books, though, starting with the very fact that a main character, Tibby, dies. Her three friends spend had planned to visit her in Santorini in Lena's grandparents' old home when Tibby had invited them there. They spend several days waiting and wondering why she hasn't come yet, only to find out she had drowned in the caldera. They spend the majority of the book thinking she had committed suicide and wondering sorrowfully why she would, though it was actually an accident.
To add icing to the sorrow cake, Tibby was terminally ill and was going to die anyway. It was the original reason she wanted to get back together with her friends.
Film Adaptation
Carmen's opening narration has some of this, showing her younger self crying as she watches her father leave on a dark rainy night. She tearfully says over the phone, "I don't think he's coming back, Lena."
Then it shows all four girls at the funeral of Bridget's mother. Bridget looks very blank, though she tries to act cheerful as she tells her friends she'll run home. Fridge Brilliance because later Bridget and Eric talk about how wonderful running feels, how it feels like nothing can touch you.
Al: I should have told you about them before, and I'm sorry.
Carmen: Yeah, you should've warned me, but it's more than that. It's the fact that you've found yourself this new family and I feel like some outsider who doesn't even belong to you anymore. It's like you traded me and Mom in for something that you thought was better and I wanna know why. Are you ashamed of me? (voice breaking) Are you embarrassed? (crying) Just tell me, Dad, what did I do wrong? Why did you leave? Why did you have to go? And then tell me that we were gonna be closer? But that never happened. Dad, why does Paul visit his alcoholic dad every month but you only visit me twice a year? And I know... You just seem so happy about being Paul and Krista's dad... but you never even had the time to be mine.
Al: I'm sorry. I'm so sorry.
Carmen: I wish that were enough, Dad. (hangs up the phone, still crying)
The last line makes it even worse, because it sounds like Carmen isn't planning on forgiving him (though she does eventually).
Bailey's death, topped with Tibby trying to offer her the Traveling Pants, in hopes that will help her. This line of dialogue especially sells it:
Tibby: Listen, you have to take them, Bailey. (crying) Okay? You have to let them help you. (Beat) Please. I know that you're tired, okay, but you can't give up. These pants will give you a miracle. You just... you have to believe.
Bailey: But Tibby... the pants have already worked their magic on me... they brought me to you.
(Tibby breaks down in tears)
Tibby's mother getting the phone call of Bailey's passing while Tibby can only tear up at knowing what her mom is about to tell her.
In both movies, whenever Bridget breaks down over her mom. In the first movie, losing her virginity to Eric causes her to feel empty inside. When Carmen and Tibby try to cheer her up with a pizza party, she eventually admits she's afraid of succumbing to depression like her mother did.
Bridget: You just want to feel good and happy and alive. Because... if I feel alive, it doesn't seem like she's dead. And if I'm not sad, then it proves that I'm not like her.
