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Tearjerker: The Haunting Hour The Series
In "Flight", when the undead passenger — who may or may not be Josh's future self— departs to the afterlife after accepting his death.
The end to "Spaceman": After Aaron who has been wearing a toy space helmet finds out that he's receiving transmissions from a dead boy whose spirit stayed in the attic even though his mother was trying to move on from his death, Aaron decides to play with the dead boy to make his grieving mother happy.
Unfortunately, that's the original ending. The director's cut is more disturbing than depressing, in that Aaron is forced to be the dead boy's friend rather than Aaron just doing it because he felt sorry for the dead boy's mom.
The end to "My Imaginary Friend," where it turns out that Shawn's brother, David, is imaginary and he disappears when Shawn comes to the realization that he's too old to have imaginary friends. It's just so depressing when Shawn watches his brother fade away and David's last words are, "I don't wanna go..."
In The Dead Body, Will needed to get out of debt to the ghost of Jake Skinner, so he goes back in time to stop Jake from dying in the first place. So by Jake's own ghostly means, Will goes back in time and does save Jake, but Jake betrays him and has Will die in his place, back in the present day, Jake see's Will's ghost and dances with Will's love interest in front of him. Even sadder is Will wasn't in a good place to begin with, he only made the deal with Jake so he can get his bullying to stop. Fortunately, there is going to be a sequel to this episode that has Will trying to get his old life back.
In Girl in the Painting take your pick between Bailee Madison's character being eaten by the unseen Dragon, or the fact the girl in the painting is pretty much being used as bait by her own mother to lure in anyone who thinks that the painting she's in depicts a beautiful, carefree world.
Another Tear Jerker? The mother. She'll be waking up to find her daughter missing, never to know of her real fate.
Checking Out: It is rather heartbreaking (and scary) to see children begging their parents not to sacrifice them into the founder's painting, while the parents look on, smiling with no remorse of what they've done.