In Chapter 14 of Gensokyo 20XXI, Flandre's death and Yukari learning about it.
From the first one, Reimu almost dying comes pretty close.
On the third day of winter, Eirin disappeared. I went searching for her but only found some trails of blood and a bloodied scalpel. I followed the trail and found her, lying limply. She wasn't dead but most certainly wished she was, affirmatively answering, "Is it wrong to want to feel death, even though if one cannot experience it?" If she hadn't have cut one of her arteries, she will have lived but, instead, she wanted to die that badly. As she bled out, I informed her that she really was dying. She went out with quite a smile, satisfied that she could die after all. Her ever so willingness to die overrode her immortality, effectively granting her wish. For a person like her, death is indeed a sweet release.
Chen begging Yuuka to stay with her.
"Stay here, with me, I don't want to be alone!"
Worst is Yuuka's narration as she leaves her
I slapped her on the cheek before planting a kiss on her head before heading off. I felt awful about lying to her and she knew I was lying. I was leaving her there and I won't come back, rather, I don't think I'll be going much of anywhere. I've lost all hope. I'm sorry, Chen, I'm so sorry, please forgive me. As I walked further and further and further away, some part of me wanted to return for her but I knew it was best if I did not. I do quite hope she forgives me, although I would much rather not forgive myself. Frankly, I do hope she'll be alright and Rumia, Rumia, too.
A final lines from a couple of Chen's narrations "We come home." and "We were crying today."
The poem preceding Rumia's Chapter:
Is that so?
Yes, it is so, I, Rumia will
tell a story
But, Rumia is all alone
Is that so?
Yes, that is so
In 20XXII, Ran finding out what happened to her babies, Reimu, and Yukari and let's just say what she found out is enough to show how terrible things have gotten.
These words from chapter 22, "She died today."
Chapter 27 of Gensokyo 20XXII.
In Gensokyo 20XXII, Kaguya's description of Yukari:
She was sitting in a chair, lanky, deathly pale, drooling, and her eyes glancing nowhere, also she wasn't wearing what would be considered proper clothing. rather the clothes she wore looked like a pillow case with arm and neck holes cut into it and barely covered her rare end. Apparently, her eyes don't see very well, as she jumped at sudden movements and couldn't find what would be considered a food bowl. Her white hair looked like straw and her deathly white hand had the fading mark of where I stepped on it. Her condition was deplorable and heartwrenching to the point that if he had left us alone for a split second, I will have ended her suffering right then and there
Chapter 45 of Gensokyo 20XXII
Toward the in end in 20XXII, we have Yukari feeling regretful for not protecting her "beautiful babies". The quote below sums it up:
"I shouldn't have let them hurt you, my beautiful babies."
Chapter 4 Eirin's Diary
From Chapter 16, these seven words, Though, sometimes, I wish they were here...
Kaguya's narration of chapter 21 ''Hair of White and Tears to Snowflakes
Chapter 22 Sorrow
From Yuuka's narration in chapter 23 Oh, I do believe my heart has broken
Sakuya's death in chapter five
Chapter 10 is just devastating. Chen, after just having regain her sight, is going through her own Break the Cutie moment. First, she is trying to make sense of what is happening to Ran and notes she saw Ran attempt suicide right in front of her. Later on, she does the same thing Ran does in hope that it will bring Ran out of it but she fails and Ran is still in her apathetic and depressed state.
Chen having nightmares in Chapter 18, proving her Break the Cutie period has extended to her mind and plagued her with nightmares. Heartwarmingly, Yuuka comforts her.
Kaguya's narration of Chapter 58
Chapter 60, especially when Yuuka narrates the aftermath Chen's suicide attempt and what sort of effect that could have on Reimu, who was there!
The next day, it was hard to believe she hadn't died, thank goodness. She never gave any sort of motives for it but it was clear she had given up on life. Tears had fallen from my eyes and I wish I had seen it coming. It seemed Reimu never gotten over that, the poor thing. She's seen it, watching as Chen had gone limp under the water and as the bathtub flooded, and was powerless to do anything. That is a memory that will stick with her, forever, and I can only imagine what sort of trauma it will deal to her. The most frightening thing about that was was the fact that she remained silent throughout the entire thing.
Mokou:[....]but Chen wants her mom back and says she wants her to love her again. Not cool, as she's given up on life.
Chapter 7 which has Koishi suffering severe life-threatening injuries and Satori contemplating whether or not she should allow her to suffer or end her life.
Later on, eight chapters later, when Koishi dies. Satori's feelings towards the matter can be seen as even worse, especially since they are similar to those who's long suffering relative had passed away.
Satori:That was it, no more bleeding, no more suffering, and no more contemplations. She truly had died and this was it. I was alone now and I was at a lost for words. To a certain degree, I am happy that death had finally taken her in her pain, so I wouldn't have had to end her life myself, but, at the same time, I felt a great deal of misery towards what had occurred
Reimu almost dying in chapter 24.
Reimu: Ran, am I dying?
Chapter 54 is this mixed with Fridge Horror, in that it talks about Reimu being mentally ill, as well as being aware of it or, rather, something is wrong with her, knowing how different she is, saying, "I don't want be to sick anymore." and then her asking "Am I dying?", making it clear that she had accepted it as what it is.
Ran: She, a child with so much to live for, had resigned herself to a fate that no one should ever have to suffer. I had realized that beneath her cheerfulness, she was utterly miserable, suffering from something that she cannot comprehend and is utterly unaware of, the very pain she cannot seem to feel. I was haunted by what she had said. Like any other child, she was seeking comfort and wanted someone to make things better. She wanted to be rid of what plagues her but knows she can't and has resigned herself to live with it, so she smiles, "shikata ga nai".
In chapter 59, we have the kids being bullied by Yume Ni and they are terrified, especially Youmu. For anyone that has been bullied before, that can be a punch to the gut.
In chapter 60, we have Satori's death. To elaborate further, Satori, after the death of her sister, has been inside of her apartment and no one has seen very much of her, making her first time outside of her apartment, getting to be with everyone, meeting Ren's relatives, for once having fun in a long time, her last time.
Satori: The stars look pretty, tonight, and I think I can see Koishi's star. I wonder how tomorrow will be...
From the later half of the chapter, we have this from Reimu:
In chapter 67, we have Yukari's love interest dying and her heartbreak thereof.
Ran: Naturally, I could sympathize, seeing as she felt undesirable due to her experiences at the warden's hands (may he burn in hell for that!) and had finally found someone who does indeed love her and, whilst she may have been a too shy at first, she loved him back, only to have him gone.
Chapter 68 is pretty sad in that it concerns the bond between Chen and Reimu. Chen, while trying to figure what feels so different to about the former, Reimu through tears and with a smile, asks "Am I dying?" before patting Chen's hand, as if to say, "Whatever happens to me, it's okay, but don't be sad."
Chen: Through illness and insanity, she readied herself to die and, even though that is what she's done, she didn't want me to be sad.
Doubly so if you realize that they have to question whether or not she'll really even have a future, especially since she is noted to have been sick off and on, as well being mentally ill.
From chapter 75, we have this:
Yukari: That two-year old in the purple blanket still cries out for her parents, wondering why they've left her, what she's done wrong, and whether or not she'll see them again. She never did see them again and they've left her...left her with a shattered heart, the pieces of which she still picks up, 1, 200 or so years later. "Why?" is all she asks, just why? She still cries out, hoping for them to come back, not knowing they never do and they never will. She had so much love to give, yet they left her all alone, making an empty promise, leaving her to fend for herself, not giving a damn if she had died or not. They just left her and she never knew why.
From chapter 76, we have Mamizou. Almost everything about her is just sad
In Chapter 91, it is revealed at the end of said chapter that Yume Ni eventually died of her illness and Chen really wishes she could have been better towards her, as well as realizing she had gotten her wish.
Five Chapters later, we find out An actually passed away.
Chapter 100 is pretty sad. To elaborate on what happens, at Reimu's insistence, Chen takes her outside to look at the stars and is asked a question about if the latter could grant her a wish, what would it be. When Chen couldn't answer, she asks an inversion of the question, she gets the answer, "To live." She never does find out that Chen intended said wish for her, as the latter couldn't answer her.
The next chapter has this and a Moment Of Awesome, when Reimu decides to tear Baka a new one saying:
"[...] You complain of how miserable your life is, when no one wants to be someone else's burden or to be sick or different. I'M DYING, don't you understand that?! Aren't I dying? Aren't I? Nothing can be done about that and I don't complain. I should be complaining but complaining won't do a thing and neither will it make the sickness go away. You complain and bitch, when those that have the right don't!"
It's even worse if you take into account what Amoridere said about that:
Authoress: [...] it shows a further extent of her mental illnesses and how much she's suffered, yet, endured, as well as what she's accepted and she just doesn't fight it anymore, acknowledging that something really can't be done about it, even though its inherently obvious she suffers because of mental illness and poor health, yet, she doesn't complain.
Chapter 108 is heartbreaking if you consider that, due to illness and the resulting brain damage, Renko suffers from some memory loss and mild blindness but what really seals it is that she remembered something from the past, calling, someone "Puppy", and how she no longer remember the name or someone who she called them that and, according to whoever is narrating, by the time she remembers them, they probably will have passed away, making her remembering them too late.
Three chapters later, she does remember Ren and, true to chapter 108, she does remember him to late, with Reimu having to tell a near blind Renko that he's passed away. Said chapter is titled "Remembered Too Late"
Chapter 109 and that is all.
Chapter 115 is just heartbreaking, especially since, due to her mental illness, Reimu is forced to be locked away and it concerns Ran's feelings thereof.
The next couple of chapters afterwards are equally saddening, since chapter 116 has Chen asking Yukari, "Don't you know how to make decisions for the best?!", which has the latter stating how often she has tried to make the best decisions and they were almost always at her expense. However, in chapter 117, she is discovered to have left. apparently, never to return, leaving behind a note.
These two words from Keine's fourth diary entry, I'm dying.
Sanae's second diary entry is rather sad, especially when she makes note of the fact that she has never been slapped before and thinks it is because she's misbehaved when it is likely she hadn't done anything wrong. Becomes Harsher in Hindsight when we think about the fact that Kanako was later on abusive to her in Gensokyo 20XXI, meaning it very well may have had its roots here.
Sanae's final diary entry and the part where it cuts briefly to where Sanae is being beaten. Listening to her pleas to be forgiven and her apologies are devastating.
Miko's fourth and final entry she could barely write on the account of losing her eyesight. Even Amoridere was tearing up as she was writing it.
Mine, that is all.
It's even sadder when you realize Yukari cannot have children of her own in The Child She Couldn't Have
Flandre wanting to hug Reimu, knowing she can't because of her illnesses requiring her to stay in an "isolation box"
Also, Yukari's feelings and emotions towards the whole ordeal
Reimu forgetting what her birth-mother looked like during the events The Woman Whose Hair Smelled of Violets can bring tears to one's eyes, especially since the bond between the two was barely there and what was there is fading.