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Tear Jerker: The X-Files
The episode "Roland" was heartrending, especially the end where Roland leaves his home and gives Tracy his jar with the stars. Horrible that they like each other so much and must be separated.
Whenever Scully breaks up and is Not So Stoic, chances are it's going to be a Tear Jerker. Just look at the ending of "Irresistible". She is always such a strong and capable woman, and very hard on herself. When she finally let Mulder comfort her...
"Clyde Bruckman's Final Repose": Mr Bruckman's ultimate fate. After life seeing deaths, at times extremely gruesome, he felt Driven to Suicide.
"Wetwired": Mulder's distress when he's about to identify body that could be Scully. Even though it's something of an Audience Reaction of Like You Would Really Do It, his emotions are genuine.
"Memento Mori" is the episode where Scully's cancer is diagnosed. It is a direct and shameless heartstring-twister from start to finish. It works.
All of "Kaddish", especially the story behind the wedding ring. Poor couple, they could have been so happy together.
The scene in "Redux II" where Scully tries to get Mulder to pin the death of a man he killed on her — because she doesn't want him to go to prison, and she's going to die soon anyway. The look on Mulder's face is just heartbreaking.
The ending of the episode "The Post-Modern Prometheus". The whole scene works on two levels and depends on how one interprets the writing. It feels very heart-warming, but considering that it's what Mulder told the writers (the boy who wrote the comic or even the writers of the show — very appropriate for Postmodernism) to appeal for a better ending, it might very well be just something what he wishes to happen for the monster and for himself. Which makes it more of a truly tear-jerking moment.
The last twenty minutes of "Emily".
"The Unnatural", baseball, fun-loving aliens, the gospel and song and finally It's just blood. The death of the alien who made such a good human is very heart-wrenching.