This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / YuYuGiDigiMoon
Kotori's dark childhood.
Kotori Ayami's death. That is all.
Season 1: The Wrath of Pharaohmon/Redux
Mai Valentine going through her struggles since Battle City. Joey even confronts her about it later on.
Anubismon being killed by Pharaohmon.
Season 2: The Invasion of the Rajita
Kaiba losing to one of the Grandra Siblings. Even though he has an overinflated ego, is now been totally crushed and considers to quit dueling from now on..
Mai attempts to make amends with Joey ever since the conflict with Dartz, but Joey goes OOC and screams at her to get out of his life. Only then that he realizes his mistake..
Sailor Moon's death shocks everyone.
Morpheous' death at the hands of Joey Wheeler as Red-Eyes Darkness Dragon under brainwashed.
Joey Wheeler's status after being freed by Kuiiza's control. Man he must have been really been broken, it took a pep talk from none other than Kaiba (who once resent him) to make him better.
Rei Hino/Sailor Mar's past with her father.
Takato throwing away Suzaku card after the spirit possessed him in killing Sailor Mars after resisting Yami Houou. For such a boy who kills someone in his own hands. Though they eventually patch up in the next fic.
Season 3: Dawn of Chaos
Seto Kaiba going through all this hell since Kaiba Manor is blown up by the Paradais Knights.
Sedna's doubts of being a leader to the Kuipers.
DemiDevimon consoles Helena/Sailor Quaoar (who is imprisoned and powerless) after Kitoss' beats her up.
Norn's backstory, you wanna feel bad for that girl.