Josuke having to accept that his Stand can't bring his grandfather back to life.
Jotaro:(Solemnly) The problem is... no amount of compassion or love can bring back the dead. Not even Stands have that power.
Keicho Nijimura's motivation: he's creating Stand users because he can't bear to see his unkillable father suffer as the horrible thing he's become, so he's desperately trying to find a Stand that can ''finally put his father out of his misery''. Made worse when Josuke reveals why Keicho's father keeps scrabbling at the same box every day before crying uncontrollably — there's a torn-up photo of his family in it. The poor bastard has enough sense of self to remember what he was. This scene is also the only time Okuyasu crying wasn't played for laughs.
When you think about it, Okuyasus stand is exactly what Keicho needed to Mercy Kill their father since The Hand can erase anything from existence. That means Keicho didnt want to put Okuyasu through the pain of killing his own father.
A sort of minor one, but when Koichi encounters Tamami Kobayashi, he does so by running over his "cat" with a bike. Koichi reaction to killing a living being is outright heartbreaking, and even moreso when he thinks that the guy threw the cat in front of his bike. Fortunately it wasn't a real cat; only a prop.
Josuke's backstory is laden with Adult Fear, but perhaps the worst part is a simple implication. The delinquent boy who saved Josuke and his mother was heavily wounded and out alone in school clothes during Morioh's worst blizzard in 18 years. After Josuke recovered, his mother tried to find information on the boy to thank him but couldn't find anything. It's highly likely that he died during that blizzard in a place where people rarely travel.
Rohan coming to the realization that the ghost girl Reimi Sugimoto was once his babysitter, killed by Kira prior to gaining a Stand, when Rohan himself wasn't even five years old. Plus little!Rohan could have been killed too, but Reimi managed to save him before dying.
Shigechi's death. Made even more sad by his last Harvest giving Josuke a clue to the killer and then cutting to Reimi seeing his spirit ascending to the afterlife, screaming in pain. Made even worse when you remember how he even got into the mess leading up to his death; all he wanted was to eat his sandwich. His motivation for trying to find Josuke (besides obviously getting healed) fall between this and Moment of Awesome: he can't go on knowing there's a killer in the same town as his parents.
The anime certainly doesn't make the scene any happier. Think of it this way; His death scene is not only dragged on for half the episode, but has this playing in the background every step of the way.
And perhaps what stings the most was just how close Shigechi was to salvation. Just one door away, with Josuke and Okuyasu in his line of sight. Tragically, Shigechi was subjected to an unknowing Sadistic Choice: he touched the doorknob and sealed his fate for good, but had he pounded on the door, then Killer Queen's bomb would have incinerated not him, but Josuke or Okuyasu.
Fortunately, Shigechi, even in death, proved to be one of the biggestSpanner in the Works in Jojo history regarding Kira. As if it was not for him, Jotaro would have dismissed Kira as a cold case and would have left Morioh, and Kira would have continued killing women for their hands. It was only due to his Dying Clue that Yoshikage Kira was eventually defeated by our heroes.
Hayato being forced into becoming a literal Tyke Bomb while Kira gloated on how helpless he was; makes you feel really sorry for a brat who put hidden cameras to check on his mother without her knowledge.
You really start to feel bad for Hayato once he starts realizing that his father seems a little different from how he usually is. Crosses into Nightmare Fuel during the bath scene, when the poor kid is scared shitless when Kira decides to take a bath with him.
Hayato watching everyone die under the effects of Another One Bites the Dust.
Rohan's death while under the effects of Bites the Dust. As he dies in front of a helpless Hayato, Kira gloats and comments that Rohan's last thoughts were probably that he could not draw anymore, while in fact Rohan was more concerned about Koichi and called for him in his last moments. Made even more sad by Reimi seeing his spirit ascending to the afterlife, as the poor ghost girl breaks down crying.
Josuke telling Okuyasu to wake up during the battle with Kira, refusing to believe that he might be dead. Josuke crying and calling Okuyasu a dumbass after he really does wake up definitely counts too.
Hayato telling Josuke that there is no hope for bringing Okuyasu back to life with Crazy Diamond and that he should just give up. This only makes this moment sadder when you realize that this is exactly what Jotaro told Josuke after Angelo killed Ryohei as it's very likely that Hayato's words brought that moment back into Josuke's mind.
After Kira's defeat and his demise due to an accident, you can hear it in Jotaro's words. Kira got off easy apart from getting his soul dragged to Hell, which Jotaro has no way of knowing. The final battle of DiU ends with a serial killer and one of the vilest fiends in the franchise inadvertently taking the easy way out of his punishment. Making things even worse, Rohan's blunt statement of "It was the best outcome" was absolutely right. Even if Kira did survive, no court in the world could convict him of his crimes due to the nature of the murders he committed and his face being swapped with another man's with no way to set it back. You can see it in the heroes' eyes as Hayato clings to his deceased father's suitcase in sorrow. Kira's death brought with it no satisfaction. They felt cheated.
Eventually, the manga "Dead Man's Questions" made Kira a completeKarma Houdini as a spirit detective.
Shinobu Kawajiri waiting for her husband to come home, not knowing he had been killed and replaced by Kira many days ago, who himself died recently. To make matters worse, she hated Kosaku, but adored Kira as Kosaku, not knowing she'd fallen in love with a character acted out by a serial killer.
Shinobu: Where is he? It's not like him... Did he have to stay late at work? He could've called at least.
Shinobu: Oh, you don't have to wait. It's getting cold. Go ahead and dig in. I'll wait a bit longer myself.
Hayato: ..... It's okay... I'll wait too. I... I want to eat together as a family, too.
When you think about it, aside from getting a dangerous serial killer out of their lives, Hayato and Shinobu don't really get a truly happy ending.
What's worse is that while Shinobu is waiting, Hayato is completely on the verge of breaking down into a sobbing wreck.
Worse still is that he knows the Awful Truth, but he's going to have to live with keeping it from his mother so as not to completely break her heart, even after Shinobu is eventually forced to accept that her "husband" is never coming home.
Seeing Joseph Joestar in this part can be downright heartbreaking when you think back to Part 2, with him being this young man growing into a warrior and Part 3, with him being older and wiser but still possessing his energy and humour... and then looking at this old and near-senile shadow of his former self. Especially when he first comes off the ship; Joseph stumbles on the ramp and breaks his cane, so has to be slowly helped down by holding Josuke's hand.
It's even worse when you think about how he felt when he heard about Josuke. Knowing that Joseph grew up having an absent father.
The simple fact that this part ended and Morioh Town and its people were never visited again was a tearjerker in of itself for a lot of fans. Every other part ends in a way that concludes the story of the protagonist and his allies, but Diamond is Unbreakable ends on a more open-ended note. While the main plot is tied up, there is still room for Josuke and his friends to have more adventures but since Araki had to move on... that will never be. Just the idea of this being the last time we'll get to see Josuke and Okuyasu hanging out, Koichi and Yukako and their relationship, Josuke pestering Rohan, and all the other colorful Stand Users and their escapades is heartbreaking. The worst part is fans all know that life goes on in Morioh, but unfortunately for Araki the story of Morioh Town for the readers is over.
And, as of December 23rd, the animation of Diamond is Unbreakable finally came to a close... but hey, at least it decided to Go Out With A Bang.
The final ending theme of the series is a special version of Great Days called Great Days -Units ver.- Why is this a Tear Jerker, you ask? It's performed by Joestars United. All of the singers of every JoJo OP, representing all of the Joestar men, performing the song. Not only is that enough to bring tears to the eyes, but this is also the last time we'll get to see the major members of the Joestar family together before they are erased from existence, and it also marks the series' departure from traditional shonen with the end of Part 4. It's a multi-layered Tear Jerker, especially when you look into who each vocalist represents.
Hiroaki "TOMMY" Tominaga: Jonathan (represented by the sun which casts the silhouettes of Josuke in the original OP animation and how TOMMY's major line in the song is "Shining Justice!")
Coda: Joseph (despite being renowned for his awesome exploits and Engrish catchphrases, has been ravaged by age, which can also be interpreted through Coda's apparent struggle with the English lines)
Jin Hashimoto: Jotaro (Jin singing in a cheerier tone represents Jotaro having come a long way from his high school days)
Batta: Josuke (specifically, his rough exterior)
The DU: Josuke (specifically, his gold heart)
All of this is made worse seeing as how Araki started a new continuity with Steel Ball Run and the universe reset at the the end of Stone Ocean concluded every possible plot thread for the original continuity. If the implication that "Made in Heaven" erased Morioh from existence and replaced it with a new version is true than we really have seen the end of Morioh. Seeing as how Jojolion takes place in an alternate continuity of Morioh (not the new universe created at the end of Stone Ocean), it implies that because Araki loved DiU so much he may have been willing to give Morioh another visit.
The live-action movie changes the criminal who held up the store and the clerk at knife point, so that he was a troubled youth that Ryohei knew and helped personally. He sees this young man who he tried to help basically throw his life away for a reason he can't begin to figure out.
Meta example, the voice actor of Joseph Joestar, Unshou Ishizuka passed away in August 13, 2018.