This is based on opinion. Please don't list it on a work's trope example list.
Tearjerker / Once Upon a Time in China
When Foon is trying to become Master Yen's apprenticce, and Yen tries to discourage him by saying "What's the use of being a kung fu expert? Can't make a living.". At this point, Yen has just defeated a capable, renowned warrior, but at the end of the day he's on the street starving in the pouring rain. He has a set of impressive skills that probably took a lifetime to master, but his abilities seem increasingly obsolete in the society he is living in. It makes his eventual turn towards villainy all the more tragic. He wasn't really a bad man, which you can see when he practically begs Foon not to desert, but he considers himself backed into a corned such that working with the gangsters is his only respectable option.
His heartbreaking demise at the gunfire of the American mercenaries really hits home the tragedy of westernization in China harder than anything committed to celluloid before or since.
The little girl who is a devotee to the White Lotus bravely tries to pull a You Shall Not Pass in front of a gun, believing herself to be immune to bullets. The man wielding the gun desperately tries to get her to back down without firing the gun while the other White Lotus press in around him. The girl ends up getting shot (accidentally), and it's not clear if she is saved in time.