Many, including the Heroic Sacrifice of Captain Marvel but the book opens with a big one: The Golden Age Sandman dying of old age, with only a handful of people attending his funeral.
Dinah Queen is killed by stray gunfire during the final battle at the Gulag. This causes all the archers to stop fighting as her husband cradles her dead body and their daughter stands over, both crying.
Shortly thereafter the entire Queen family dies, to a person, in the bomb blast. Human adventurers trying to protect their metahuman friends die in an explosion meant to protect non-powered humans.
The death of Park West (Wally's daughter, and Kid Flash II), who gets tripped up by the bubble of the nuclear blast, noting she and her father Never Got to Say Goodbye. The novelization's next line makes it even sadder and more heartwarming: "It would have been nice to have told her father in words that she loved him, but words were never central to the West family tradition." Interestingly, she was never shown or stated to die in the original story, and she's alive in the spin-off series entitled The Kingdom.
Magog's breakdown after Superman finds him in the wasteland that Kansas had become. He's been forced to watch for the past ten years what he was the catalyst for, which he hates himself for, especially the destruction in Kansas. He even calls out Superman for abandoning the world and allowing the people he created to run wild.
Magog: Your fault you bastard. The world changed but you wouldnt. So they chose me. They chose the man who would kill over the man who wouldnt and now theyre dead. A million ghosts. Punish me. Lock me away. Kill me. Just make the ghosts go away.
Later, Magog inters himself in the Gulag. In the Novelization, it's humorous, but also sad, because you know Magog is still screaming in pain inside his own head.
Eventually Comet walked up behind Magog in the shadow of the Gulag. Magog turned and smiled lightly, putting his helmet and energy spear on the ground as the older man approached.
Weve not met, Comet said. Im Adam Blake, and he extended a hand.
Im Magog, the caller said. He extended his own hand to take Comets, the first-time someone had shaken his hand in years, he thought. I need a place to think. I need a place out of the sun. I understand that this is the village of the damned. I understand that this is a place where I might be welcome.
Yes, Comet said. Come in. Well find you a room.
Norman to Superman after the climax:
Norman: "Clark, dont. You blame yourself for Captain Marvel for Magog and Kansas for ten years that ended today. Yes, youre angry. But in that anger, youre forgetting once more what humans feel. What they fear. They wont forgive you for this, Clark. Forgive yourself."
Norman: "Listen to me, Clark. Of all the things you can do all your powers the greatest has always been your instinctive knowledge of right and wrong. It was a gift of your own humanity. You never had to question your choices. In any situation any crisis you knew what to do. But the minute you made the SUPER more important than the MAN. The day you decided to turn your back on mankind that completely cost you your instinct. That took your judgment away. Take it back."
Things are still crappy on Apokolips. After ages of battle, Orion had finally overthrown Darkseid from his throne, hoping to free Apokolips's denizens from their slavery. Unfortunately, they wanted to remain in their life of servitude with a dictator-god to appease. Thus, they chose Orion to replace his father. Now, the once heroic New God who tried everything he could to avoid being like his father not only has to take his place, but his aged appearance has transformed him into a near-exact dead ringer for Darkseid. Judging from his one scene in the book, Orion now spends his time on his throne lamenting his new status as a tyrant.
At the start, shortly after the Kansas Disaster, Norman is shown delivering a sermon to his congregation. Specifically he starts speaking an excerpt from the Book of Revelation. One about the apocalypse. His speaking gets unusually loud and aggressive, as it becomes clear how angry the whole situation is making him. Than he sees that all he's doing is frightening his already terrified community, and all he can do is quietly trail off and apologize. A heartbreaking reminder of how average people are being affected by the crisis.
After the UN okays the nuke drop on the supers, the US representative who ordered it goes back to his office and watches the Blackhawks take off. He then quietly slumps into his chair with a heartbroken expression and we get to see he photo of his family on his desk, next to a "World's Best Dad" mug. He's not a villain or a Strawman Political or anything like that; he's just a normal person forced to make a terrible and impossible decision.
Similarly, the Blackhawk pilot who drops the nuke quietly prays for forgiveness as he does so. He knows that he's effectively killing the heroes who have saved Earth countless times before. He knows that very few of the people that will get killed by the bomb deserve it. But he can't see any other choice. Nobody can. Which drives home just how awful things have gotten.
When the nuclear bomb hits, all that is left is bleak white emptiness, with Superman standing desolate in the middle of it. Anguished over the bomb having gone off and over letting the situation get the bomb in, and believing that he's the only superhuman left (he doesn't know there were survivors), he hits a Despair Event Horizon and Rage Breaking Point and heads off the the United Nations.
In general, the sorry states that all the classic heroes are in at the start is heartbreaking. Batman has been beaten so much he can't walk without machine assistance anymore and his relationship with Dick has fallen apart. Wonder Woman lost her place in Amazon society and is becoming an angry and bitter person. Green Lantern secludes himself in space. The Flash has become one with the Speedforce and is basically in A Fate Worse Than Death. Hawkman has been reduced to a glorified Eco-Terrorist. Aquaman and Atlantis have cut themselves off from the surface world, with Arthur unable to help the League even though he wants to. Martian Manhunter is a broken, effectively senile man after experiencing a horrible psychic overload. Cosmic heroes like Shazam and Ganthet make excuses to not intervene on Earth even though they all secretly want to. Dead Man has been reduced to a skeletal Cloud Cuckoolander drifter. Starfire died of a terminal disease before the story even begins. Sandman is dying of old age, forgotten by most of the world. The Metal Men are fused together into Alloy, a huge lumbering robot that doesn't act at all like any of them. And so on and so forth.
Even the famous locations are suffering. Wayne Manor is in ruins after Two-Face and Bane found out Batman's identity, Titans Tower has been turned into a sleazy night club, Themyscira has cut itself off from the world and pretty much refuses to help, and other places are probably worse off. To see places that had once served as the homes to great heroes disgraced is a harsh reminder of how far the Justice League and their allies have fallen.
It's never touched on in story, but one of the heroes killed in the nuclear explosion is Obsidian, whose father, Alan Scott, is still alive and kicking when the story ends.
Superman pleads with Diana and his group of heroes not to go to war with the superhumans in the Gulag... in vain.
Superman: You can't have a war without people dying!
Throughout the story, Wonder Woman has been grimly accepting the judgement of Themyscira that she's too soft for the real world, and so she's been making up for it by being tougher and more brutal than ever. Batman calls her out on it after she kills Von Bach, and she finally snaps and attacks him. It takes the appearance of nuclear bombs brought on by the superhuman war, for her to finally realize she was wrong.
Shazam begging the Quintessence to help free Captain Marvel from Luthor's control. He looks and sounds so desperate and even goes as far as to admit that he loves him like a son. One can only imagine the horrified gut-punch it must be for the wizard when Cap and Billy sacrifice themselves to destroy the bomb.