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Tearjerker: King Of Hell
The first Dohwas's death. Right in Majeh's arms. A total Yank the Dog's Chain moment in a way as, before hand, Majeh was told to return to the living world in his body...and if he hadn't resisted, he might have been able to save her.
It gets worse in the regaining memories arc the amnesiac Majeh was told that if he killed anyone in the memory world, he would forget them. Unfortunately, he ends up killing the original Dohwa...and then, once the last bit of her has faded away...he wonders why he's crying.
Abaek's Heroic Sacrifice. Made more sad by the fact he doesn't know why he did it, his body just moved on it's own.
Despite he, and the audience being warned about it, Chung Poong facing off against his zombiefied elder brother Chung Hae is heartbreaking. Majeh nicely lampshades this just before the fight starts. And then it gets worse; Chung Poong, against all odds, wins...and Chung Hae manages to regain control long enough for a farewell speech:
Chung Hae: You are magnificent, Chung Poong. I'm...sorry...little brother. Goodbye...Chung Poong... I leave the Namgoong name...in your hands. I...love...you....