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Tear Jerker: White Night
White Night has a moment between Thomas and Justine that really hammers home how much he's given up because he loves her.
In Justine's arms he looked like a man in mourning. But he bent his whole body to her, every fiber and sinew, not merely his arm, and every line of his face became softer, somehow, gentler, as though he had been relieved of an intolerable agony I had never realized he felt - though I noticed that neither he nor Justine touched each other's skin.
The shadow of the fallen angel Lasciel spent multiple books living in Harry's head, alternating between being a dangerous annoyance and really helpful when things get desperate. Then Harry starts treating her like her own person. He gives her a nickname and, like Ivy and Bob, it changes her. And then in White Night she shields him from a psychic attack and it burns out the parts of his brain where she lives... except for the part of her that helped him play the guitar better.
It becomes especially hard-hitting when Harry is talking about it with Bob, and Bob, being Bob, starts wondering if he "took a ride before the carnival left." He then stops, and then this exchange happens:
Bob paused, and his eyelights blinked. "Hey, Harry. Are you crying?"
White Night, the scene where Harry soulgazes Ms. Demeter and he sees the moment when her daughter was shot years ago. The part that does it is when the daughter starts repeating "Mommy" over and over while she bleeds in her mother's arms.
James Marsters' reading of that scene, especially after "Persephone" gets shot, and starts saying "Owie" over and over.