The death of Rangyoku, Enho's maid. Seeing Youko's reaction that bordered on a Heroic BSOD as she cradled her dead body and realized that the poor girl did her best to hide the Seal of Kei, which she did successfully but it ultimately got her killed, didn't help.
Also, Suzu's story. Poor, poor Suzu. Made even worse when her best friend Seishuu first loses his sight ("Sister... I cannot see anything... I think I'm dying!") and shortly thereafter dies in Youko's arms after being run over by a carriage. Seeing Suzu find his corpse and then weep while holding him...
And when Shoukei stops an innocent man's unfair execution by throwing stones at the killers. What makes it a Tear Jerker is why she does it – she recalled old lady Gobo's story about her son being killed by Shoukei's father for doing exactly the same thing.
Yuka wasn't the most likeable character, but her goodbye to Youko as she returns home and her talk with Youko's mother Ritsuko were pretty sad for me.
There's also Shoryuu's backstory as a Japanese fallen nobleman. Specifically when his supporters – old men and the village's wives – come to help him in battle, Naotaka (his human name) screams at them to not come close... and they're totally massacred immediately afterwards.