This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Thrones Of The Four Pillars
Kairi's first nightmare in Chapter 2.
Chapter 3's opening description of Aqua after twelve years in the Realm of Darkness is both horrifying and tragic. Having to fend off Heartless on a constant basis without even being able to know how much time has passed while her home is being invaded without anyway for her to stop it. One can only imagine the willpower that it took to retain any hope all of those years.
From Chapter 3 again, Sora recalling his first visit to Traverse Town when he first finds a distraught and only half-conscious Pazu
Chapter 4, Aqua's reaction to returning to the Realm of Light. First realizing that she's under a sky, shuddering from Kairi's touch, freely crying tears of joy and witnessing the first dawn that she'd seen in twelve years. Also doubles as a CMOH.
Chapter 5, Pazu's account of his homeworld that starts out whimsical and happy only to turn more sad and painful as he comes to grips with the destruction of his world and that he was alone.
Chapter 9, Sora's nightmare...nothing more...
Chapter 11, Riku meeting Namine, even though he doesn't remember her, she's still happy to see him and glomps him after he says her name on reflex.
Chapter 12, Aqua blaming herself for everything that happened while she was in the Realm of Darkness, Serah crying in the passenger section, and Sora remembering his last conversation with his dad before he left the Islands