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Tear Jerker: Transformers: Wings of Honor
The ending of the Coming storm was quite unsettling. The Combaticons went rogue, and slaughtered the entire elite guard. Metalhawk and Over-run were unceremoniously killed, along with two characters who were the mains in the text only story.
The back strip, jokey one-shots about a bunch of news bots who mess up a lot, had a reporter get to the scene. Instead of a punchline, you can just see her shocked face, and then she asks to go home.
Battle Lines had a bittersweet ending. Megatron guns down Dion and Magnum, and Alpha Trion reports that he can only save one of them. The audience is never told which one, but we learn that one died and the other was made into Ultra Magnus.
Also, The Twins, Rumbler and Sprocket, were blasted by Shockwave in a fight. Rumbler is killed, but Sprocket, who is crazy, and delusional (which had been played for laughs all this time), never realizes it, and talks to Rumbler if he was still there. The ending shot is of a number of Autobots who decide to leave the war and find a new planet, the scene is fairly sobering, and it is the final time we see these characters.
Landshark: What should we call the planet?
Medic: Let's call it Paradron, it's the ancient word for peace.
Sprocket: That's great, Rumbler likes peace, don't you Rumbler?