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Tear Jerker: Yukari Is Free
Kagura's death in Season 3.
Rei Kakizaki's entire backstory from the start of the Zombie Apocalypse up to Season 3.5 could easily qualify, but special mention goes to her reaction to Ran's death. Unable to cope with the sudden loss of her one remaining sister and Living Emotional Crutch, she breaks down completely, quietly sobbing and pleading for her to Please Wake Up. Made even worse by the knowledge that she really did believe that Ran had been the only person left in the world who loved and cared about her, and that now she was completely, utterly alone.
And speaking of Rei, in the Discussion Threads, there are occasionally pictures of the entire cast as analyzed by certain cast members. This one◊, done by Rei, has a rather heartbreaking moment when she gets to Kagura's Mother's picture: "Are Mom and Dad and Ran and Misato angels now too?"