After finally being freed from his imprisonment outside of the normal spacetime in "The Price of Heroism", Captain America willingly traps himself and the Red Skull again. And this time, there may be no way to free him again...
Eddie Brock getting sucked into a black hole like vortex in "Carnage", just after saving the only person he's ever cared about more than himself, ouch...
Morbius, already a living vampire, Taking the Bullet for Felicia and becoming mutated into a humanoid bat creature. It doesn't help that he does this while yelling "I will love you - ALWAYS!"
The last shot of "Attack of the Octobot", in which it's revealed that the "house" Spider-Man has visited Taina in is actually a hospital for terminally ill children. Taina's courage and bright outlook even when she's fully aware of her condition even makes Spidey call her "a bigger superhero than I'll ever be."
While we all knew it was coming, Black Cat's farewell to Spider-man at the end of "The Vampire Queen" is still a fairly bittersweet tearjerker. Even knowing that they do cross paths again in the future, to see their relationship sadly come to an end despite Spidey's pleas for her to stay is somewhat depressing.
Black Cat: I've learned that with great power comes an even greater responsibility. I have to use my power where it's needed most, and that's not here with you, Spider. I've finally made a hard decision. I'm going to leave.
Spider-Man: Why? Why can't I be with you?
Black Cat: Because you must stay here and take care of this city. It needs you.
Spider-Man: I need you. I won't let you go.
Black Cat: You will, because I'm asking you to. Do this for me, please? (She raises his mask and gives him a kiss) Someday I will explain. But for now, just remember: I love you.
(She fires her grapple-hook and swings off into the city-scape)
Spider-Man: (desperately) Caaaaaaaat!!!!!
The death of Mary Jane's clone near the end of "The Return of Hydro-Man" is pretty heart-wrenching, especially since this is the Mary Jane Peter married and has been sharing his love with since she initially disappeared, as is Spidey's Big "NO!" that follows it. Christopher Daniel Barnes gave his all in that scene.
Mary Jane Clone: If any part of me is like the real Mary Jane. She loves Peter Parker more than anything in the world. More... than... anything.
This also makes it the SECOND time that Spider-Man loses her. The first one's heartbreak doesn't have time to set in before the Nightmare Fuel of Spider-Man legitimately ready to kill the Green Goblin.
Spider-Man takes it pretty hard in "The Mutant Agenda" when Professor Xavier informs him that he can't help with his Neogenic disease. After Spidey swings off to angst, Beast tracks him down to suggest a place he can go for help.
Spider-Man: Why are you going out of your way for me? Beast: No man can turn his back on another's pain. I may be a mutant, but I'm still human. Spider-Man: Well, that's where we're different. I'm not sure I still am. [swings off] Beast: How sad. We are all alone until we accept our need for others.
In that same two-parter, the mutant-hating Doctor Landon's assistant Genevieve at first appears a similar Knight Templar as her employer. Some of her "villainous" lines then become retroactively heartwrenching when it is revealed that she is a hidden mutant.
Hank: Why are you helping this madman? Genevieve: Mr. Landon is not mad. He wants to eliminate the mutant condition. The suffering they must endure. Hank: No! He wants to eliminate mutants! Genevieve: If they don't exist, then they can't suffer. Maybe it's the only way...
Later on, it seems that following the conversation with Hank, that Genevieve is having second thoughts about whether to help Landon carry out this plot, and musters up enough courage to try and get Landon to stop the plan as well. Unfortunately, Landon is beyond reason and shouts her down, angrily ranting on how mutants are a blight on humanity. Genevieve offers no further protest after this, and sadly accepts that this is what she and other mutants are to the world, or at least will be perceived as, and continues with the plan. It's implied that her respect for Landon is also feeding into her self-loathing as well.
Genevieve: (hesitantly) Are you sure we are doing the right thing? Landon: (angrily) This is no time for second thoughts! Mutants are a curse on the human race! Genevieve: (in a quiet and somber tone) To be a mutant...is to be cursed...
Kingpin's backstory. He was bullied because of his weight and was desperate for the approval of his criminal father. During a robbery, Kingpin's father left him to take the fall and he ended up in prison where he attained the skills and ambitions to rise as a crime lord. The height of Fisk's ruthlessness is shown when he has his father killed and he repeats the cycle of abuse by leaving his own son to take the fall for his crimes as his father once did to him. Fisk himself expresses fear that his son will try to take revenge on him just as Fisk did to his own father.
The events leading up to Harry Osborn taking up the Green Goblin mantle. He takes losing his father and MJ's disappearance pretty hard. And even Peter regrets that his time spent as Spider-Man means that he couldn't be there for him. He then starts hearing the voice of Green Goblin speak to him (and it turns to be more than merely a hallucination) promising him that he will reveal where Norman is if he becomes his successor. Eventually, after fighting Spider-Man, Harry accuses the latter of doing something to his father, but Spider-Man reveals that the Green Goblin was Norman all along. Even the vision of the former Goblin confirms this, which only drives Harry further into insanity. Harry was more of a victim of circumstances, but it's always sad to Peter to be at odds with a friend in both civilian and superhero life.
Felicia's heartbreak when she realizes Jason Macendale was the Hobgoblin and he was only marrying her for her wealth and beauty.
In "Doctor Strange" Mary-Jane has been tricked into joining a cult that is preying on her longing to be reunited with her father. Dr Strange breaks the spell by unlocking her memories of what her father was really like. However, this does lead to a crowning moment of awesome for MJ when she rejects Dormammu's deception, leaving him unable to crossover into the human world.
Spider-Carnage's talk with the still-alive Uncle Ben from another reality to talk Spider-Carnage out of destroying the multiverse near the end of the "Spider Wars" arc. The speech moves him so much he actually starts crying, and subsequently performs a Heroic Sacrifice after realizing the Carnage symbiote still won't let him go and it hurts so much to try.