This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Vampire Academy
The revelation that Mia's mother had been killed in the Strigoi attack on the Drozdovs. Poor Mia! It's hard not to feel for her, even though she's been an antagonist for the past book and a half.
In Frostbite, Mason's death, especially how he ran to help Rose and was just killed with no mercy by the Strigoi. Then when Rose is just cradling him and has to be pulled away and when she begs to stay saying that she has to protect him and Dimitri tells her she already has.
Near the end, when Mason's ghost appears one last time to say goodbye. (And he smiles).
The incredibly sad ending to Shadow Kiss, when Rose finds out that Dimitri has been turned into a Strigoi.
What makes this even more sad is the fact that he's now living in a state he never wanted, murdering humans/dhampirs/Moroi for their blood and happily committing other unspeakable acts which he would never have done if he were a dhampir.
Rose spending her time in the Academy's church after the rescue.
Rose telling the Belikovs of Dimitri's fate, and their reactions to it.
Rose seeing Dimitri the Strigoi for the first time.
Rose staking Dimitri.
Spirit Bound is worse, with Dimitri's line "Love fades. Mine has."
What no feels for poor Adrian. The guy funds Rose's expedition to hunt down Dimitri, tries to quit smoking and drinking (despite him needing that stuff to combat spirit's affects), and partially alienates his family and she still cheats on him with a guy she said she was over. Damn!
Dimitri breaking down after pretending to be Strigoi in order discover the location of Sonya Karp.