Despite being a series specializing in Nightmare Fuel, Bedtime Stories has a decent number of gut-wrenching tragedies that are of note. These are just some of the most saddening.
- The endings of episodes involving Characters Dropping Like Flies scenarios in general. At the end of the day, these unfortunate victims are ordinary people just like the rest of us, and it is absolutely gut-wrenching when you realize just how traumatized and distraught their families must be upon finding out the circumstances behind their loved ones' disappearances and/ or deaths.
- The fact that the creators make it a priority to point out that each of the people depicted in their episodes are real, and that these same people never expected to suffer, disappear, or die from consequences of actions they sometimes had no control or knowledge over. It just makes empathizing and sympathizing with these characters all the more saddening.
- In contrast to most depictions of Flight 19, this series' take on the mystery is far more saddening. Rather than narrating the story as one big conspiracy involving Alien Abduction like so many science fiction stories do, they make it a point to give the pilots names and lives, and depict it as a tragic case of pilot and navigation error. Especially saddening is Lt. Charles Taylor, who had managed to survive two tours-of-duty in the Pacific during World War II, only to end up missing with the rest of the men he led.
- To hit the tragedy home, in contrast to previous episodes which always ended with an ominous tune, this one used a far more depressing soundtrack.
- Olivia Mabel's entire story, down to her mysterious death. Losing her son to an accident and subsequent divorce sent her into a very heartbreaking Despair Event Horizon, that ended with her Dying Alone in her late son's bedroom. The saddest part was that she died clutching one of her son's favorite toys, and had written one last letter to him before her last breath.
- For all the physical and sexual abuse that the Wests' children went through from both their parents, their oldest surviving daughter, while testifying at her mother Rose's trial, was holding back tears, and was obviously reluctant to be there, even stating afterwards that for all the flaws they had, in her own words, "They were all we had".
- The fate of the Chundawats. A seemingly ordinary family of eleven who entered a Suicide Pact with one another, with the implication that many of them didn't expect to die at the time, but were coerced by the head of the family into doing so. The tearjerking part however is not with the family, but with one of the family's closest friends, who becomes so traumatized that he's reduced to a sobbing wreck upon finding their hanged corpses.
- Bridgend County Borough saw a sudden uptick in suicides during the late 2000s. The video on the suicides goes into detail as to the possible reasons why so many people killed themselves, and spends a good deal of time discussing how badly it hurt those who knew the deceased.
- Driving the point home, the narrator ends the episode by urging anyone suffering from thoughts of suicide to reach out and get help rather than suffering in silence.
- The video on Devil's Pool recounts an old Aboriginal story that the titular pool became dangerous due to the tragic deaths of two Star-Crossed Lovers there. It sets the tone for the video, which discusses many more tragic deaths in the pool, including that of an eight-year-old boy.
- "The Uniondale Hitchhiker" is pretty depressing from start to finish. The Downer Beginning involves a South African Army Corporal and his fiance driving to the latter's house to announce their marriage to them, only for them to suffer a vehicular accident in the midst of a terrible storm. While the guy survives, his fiance is nowhere to be found, and her mangled body is only found days later by a farmer. The story also ends on an equally depressing Downer Ending, where it's revealed that even the guy perished in a car accident in 1984, just after marrying his Second Love, no less.
- "The Mysteries of Christmas" has the second story. A newlywed couple are married on Christmas Eve, and celebrate accordingly. Sadly, this marriage doesn't last when, during a game of hide-and-seek, the bride tries to hide inside an old chest. Suddenly, said old chest's lock breaks, causing her to be trapped inside and die a slow death by starvation and suffocation, with the groom and all the other wedding guests none the wiser. It's not until weeks later that the girl's family finds out about her death, when they come across her skeletal remains, complete with wedding dress and mistletoe that she held onto. It's almost no wonder why her ghost continues to haunt the chest.
- The unknown fate of the Sodder children. When it starts to look like they did not die in the fire, it gave some sign that they were still alive. Unfortunately, both of their parents died before any such evidence was found. If they are indeed still alive, there is no way they will ever see their parents again.
- The fate of the titular "Lost Girls of Panama". All they wanted to do was to travel and experience the beauty of another country, only for both of them to meet an untimely demise in the Hungry Jungle. Seeing their scattered remains and their parents and relatives finding out about their untimely deaths was also pretty devastating to watch. Worse still, it remains a cold case to this day.
- The story of the Yuba City Boys. They were all developmentally stunted or mentally ill, and the description sets up what an Adorkable Manchild each one was. And it`s only made worse by the mention of their families desperately worrying what happened to them.
- The final story in the second Highways of Horror video has a man witness a monster so horrifying that he is Driven to Suicide within a month. What's worse is that he was with his girlfriend, and they were driving together for a holiday. He spent his last days helplessly weeping before her and trying to convince himself that all he saw was a deer. In the end, their trip that might have been happy and loving ends in sadness and tragedy.
- The Season of Sadness features tales unrelated to monsters or anything remotely unnatural. Rather, various disappearances and deaths that occurred during the holiday seasons, events that likely ruined Christmas for those involved forever.
- "Tulong" features the haunted Manilla film centre, with the spirits of those who died trapped in there forever. All they can do is continuously say the title of the episode, which translates to "help".
