Bet you never expected these cats to break your heart so much.
For examples from Dawn of the Clans, see here.
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The Original Series
Whitestorm's death at the end of The Darkest Hour turns many readers into a blubbering pile of snotty goo.
Hell, Darkstripe's death scene. Sure, he was a traitorous piece of scum that poisoned a kit, but him dying on the ground, saying that "It's all black... There's nothing left..." was just.... Sad. Then, of course, Graystripe ruins it by saying, "Well, that's one less traitor in the forest."
Yellowfang's death. Especially when she tells Fireheart that she wishes he was her son, instead of Brokentail.
Forest of Secrets has Silverstream's death, which is made even worse by the ending where Graystripe leaves ThunderClan.
Cinderpelt's lament of, "I'm never going to be a warrior, am I?"
Snowkit, a tiny deaf kitten, was carried away by a hawk, all the while crying for help, with no hope of being rescued.
Bluestar's mental breakdown after Forest of Secrets.
Runningwind's death. Just when he was getting more screen time and looking important, he's suddenly dead.
The death of the great warrior Lionheart, one of the noblest and pure members of ThunderClan.
Brightheart's mauling and name-change can hit pretty hard, especially because she was such an innocent and sweet character.
Silverstream and Graystripe's subplot is incredibly sad, mostly because it ends with the eternally cheerful Graystripe completely broken.
Bluestar's death in A Dangerous Path.
The New Prophecy
Feathertail's death in Moonrise.
At the end of Twilight, Cinderpelt dies. Yes, their whole character arc of being hit by a car and never being able to be a warrior, yet managing to be a good medicine cat despite this, all while watching the cat she loves having kits with another she-cat, and remaining supportive of him despite this ends with them lying dead in ThunderClan territory.
The ending of Twilight in general is set up as one giant Tear Jerker. Leafpool leaves the Clan to be with Crowfeather, realizes that the badgers are going to attack ThunderClan, and breaks up with him, leaving both bereft of love and happiness. (especially Crowfeather) During the badger attack, Cinderpelt is killed while trying to protect Sorreltail and most of the camp is destroyed, leaving the Clan to have to rebuild it all. Stormfur and Brook return and Sorreltail gives birth to a kit named Cinderkit in memory of Cinderpelt. Pretty depressing ending.
The very idea of the Clans leaving the forest which they had lived in for generations.
Crowfeather realizing that Leafpool loves her Clan over him.
Crowfeather:"Your heart lies here. Not with me. It was never truly with me."
Power Of Three
Honeyfern's death, just after a tender moment with Berrynose.
When Ashfur died, despite his unfortunate total psychotic breakdown.
Omen Of The Stars
Longtail's death in Fading Echoes. Briarlight being crippled, too.
That last line in Sign of the Moon, "I will wait for you forever, Jay's Wing!"
Firestar's death at the very end of The Last Hope.
Hollyleaf's death, which is stretched out long enough for one goodbye with Leafpool.
Like her or not, Spottedleaf's death. She died protecting Sandstorm, the mate of a cat she loved, and what else? She's gone for good now.
Mousefur's death. She and Longtail reunite in a Crowning Moment Of Awesome, and then a Dark Forest warrior kills her. Longtail's reaction cinches it.
In Code of the Clans, the death of Badgerpaw and his warrior name request to his mentor is quite sad.
Bluestar's Prophecy gives us the deaths of Mosskit, Moonflower, and Snowfur. The first's death is especially heartwrenching.
Bluestar's Prophecy as a whole is pretty much just one giant Tear Jerker.
"I'll sleep out here now, with you." ARGH. Why, Vicky, why!?
Scourge (then called Tiny) leaving home because he thinks that he is unwanted. "Goodbye Mama"... in The Rise of Scourge.
The Star-Crossed Lovers Ryewhisker and Cloudberry in Code of the Clans. One moment, you're pregnant and all's well, but the next your Love Interest dies at the paws of his own clanmate, all just to protect you, driving an even bigger wedge between both of your clans.
Crookedstar: "No, Mapleshade. I still have the cats that I loved. You have nothing and no one."
Crookedstar's life as Crookedkit was heartwrenching. The whole scene where he is conscious of his twisted jaw and is trying (painfully) to eat outside of the medicine den for the first time but is wracked with shame and embarassment is almost too much to take. Then toss in the total agonizing descriptions of his mother's rejection of him due to his accident and it's a sobfest.
And another one from Crookedstar's Promise after Crookedstar and Oakheart fight over how Crookedstar should treat Silverkit.
Crookedstar: How can I love her, when everyone I love dies?
Crookedstar staying with Minnowkit and Willowkit after Willowbreeze dies and the kits are pretty much left to die from their greencough. It only gets sadder when he wakes up, the kits tumble away from his body limply, he pulls them back into the nest and Mudfur has to tell him that they've died in the night.
Yellowfang getting banished from ShadowClan in Yellowfang's Secret. There's also when Yellowfang says goodbye to her apprentice Runningnose.
Runningnose: I'm so sorry! I'll prove it was a fox! You'll be back soon! Come to the next half-moon Gathering!
Yellowfang: Runningnose, you have been a dear and loyal friend, but I cannot stay here. Not as long as Brokenstar rules. This is not the ShadowClan I pledged to serve. They are lucky to have you. May StarClan light your path, always.
Runningnose: But, Yellowfang-!
Cloudstar's Journey as a whole is just one massive Tear Jerker where we see how Cloudstar went from an idealistic cat with great faith in StarClan to the bitter broken cat he is in Firestar's Quest.
Tallstar's Revenge gives us the deaths of Sandgorse and Shrewclaw.
From Bramblestar's Storm:
Bramblestar: I miss Hollyleaf.
Squirrelflight: So do I.
In Bramblestar's Storm, Bramblestar notices that one of the kittypets, Frankie, has been sneaking off for long periods of time. He follows him to find out why, and it turns out that Frankie is looking for his brother, who he was separated from when the flood came. Bramblestar agrees to help him, and after a bit of searching he finds the body of a drowned cat matching Frankie's description.
Another Bramblestar's Storm one: Seedpaw drowning while trying to receive the Memorial Stick. Lilypaw is inconsolable, Bramblestar is blaming himself, and Seedpaw's father Brackenfur reacts with this resigned, weary sort of sorrow when he hears the news, as though so much has been taken he doesn't have the energy to really be sad anymore.