This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / The Tainted Grimoire
In the first chapter alone, we already see Luso's house burn.
Sothe's and Micaiah's unborn baby was murdered.
During the St. Galleria arc, Sir Loin dies in front of his daughter.
Also during the St. Galleria arc, the funeral for Sir Loin.
We find out while Clan Gully was in Vieg Town that Kanin is a victim of Fantastic Racism.
The entire Blue Rain Blues Arc, which reveals Cheney's past. Long before Cheney joined Clan Gully and even before being part of House Bowen, he was part of a small clan lead by Ronso and his sister Freise. Ronso a year after he joined lost his life to Klesta, and Freise's resulting depression made her so consumed with revenge Cheney was forced to use Lethean Draught on her to wipe her memories, which included her memories of him. After he left out of guilt, he joined House Bowen, only to meet Freise again as Bowen's wife a year later. And to rub more salt on the wound, Freise later dies to the very same beast that claimed her brother and destroyed the Freise Cheney knew, and he leaves the clan after Bowen started becoming as consumed with revenge as Freise was.
Cheney later confirms to Tweigel that he did love Freise, and it's hinted their relationship before Ronso died was at least somewhat romantic. Which makes what Cheney was forced to do to keep her from destroying herself and seeing her married to someone else even more heartbreaking.
While Clan Gully was in Grazton, Barley dies and Cid is heavily injured.