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In an early draft of the book, Matilda died when trying to use telekinesis to lift a truck in a car accident. It was kept that way until Roald got the idea of Magnus' story, which is also very sad.
Mara Wilson, the actress who played Matilda, lost her mother to breast cancer during filming. Her adult co-actors, like Danny De Vito and Rhea Pearlman, noted how bravely maturely she dealt with it, and the film ended up dedicated to her memory.
The Reveal that Miss Honey's story about a little girl who grew up terrorized by the Trunchbull is about her, and the realization of just how horrific the sweet woman's life was.
From the Musical, the tale of the Escapologist and the Acrobat. They're basically a married couple who have been trying for years to have children, without success. Filled with despair, they begin preforming more and more dangerous acts, until finally they announce their most dangerous act of all time, which involves the acrobat being covered in dynamite, the Escapologist being stuck in an elaborate straitjacket, and their lives on the line. But wait, just before they preform the act, they announce that the Acrobat is pregnant, so they don't have to preform the deadly trick after all! However this is just a hope spot that gets cruelly snatched away when the Acrobat's Sister, who organized the entire show and publicity, demands that they honor the terms of their contract...
"A Contract is a Contract is a Contract!"
And so they preform the trick, and everything seems to be going well. The Escapologist escapes from his straitjacket, the Acrobat swings at just the right time and... just misses her mark, falling to the ground and breaking every bone in her body. They manage to save the baby, but not the Acrobat. Brokenhearted, the Escapologist allows the Acrobat's sister to move into his home, so that his Daughter might have someone to look after her while he's at work. Unfortunately, the Acrobat's Sister is the worst possible Guardian for the little girl, finally exploding one day and throwing the girl in a cupboard before locking the door. There's one more cruel hope spot in the form of the Escapologist coming home early and vowing to confront the Acrobat's Sister over this atrocity, before never being heard from again.
And the cap to all this? The story of the Acrobat and the Escapologist is the story of Ms Honey's parents, she was the little girl, and the Acrobat's Sister was none other than The Trunchball.
As a troper who has had abusive parents, listening to Matilda's ending to 'Miracle' where she talks about what her parents say about her was particularly hard, not to mention the adulation other adults such as Mrs. Phelps give her, telling her that her parents must consider her to be truly one-in-a-million and Matilda lies to agree while the audience is all to aware of how painfully untrue it is.