The entire premise of the series is a tear jerker. Every tribute in the Games has been taken from their homes and forced to kill others for entertainment. It makes for good literature but, Heavens above, it's a horrible situation. Especially for the careers, who have pretty much been conditioned to kill for the sake of entertaining the people of the Capitol. Sweet Heaven...it's an absolutely awful and equally chilling scenario...it's just...ugh...
Haymitch. By his district, he's deemed as a crazy drunk, but after his trick with the force field in the arena, his mom, brother, and girlfriend were killed. And what did he have to cope with all those years? Just alcohol. He's been forced to mentor District Twelve's tributes every year since his own games and none of them have made it out alive. That means that by the time he meets Katniss and Peeta he has mentored forty-six children only to watch them die horrible deaths for the sake of entertainment, knowing that as their mentor, he was pretty much their only hope for survival. Who wouldn't be a drunk?
Up to Eleven when you realise the last you hear of him, he's returned to drinking. For all we know, he's dead before the epilogue begins and hasn't even seen the children of Katniss and Peeta. He does help Peeta and Katniss with the book. So he knows Peeta's on his way to recovering, as well as Peeta and Katniss getting a chance to grow back together.
Katniss' mother. The poor woman lost her husband long before the series even started, had to watch her daughter walk into the Games, lost her home and most of the people she grew up with, was dropped into a war, and then her other daughter died. There's a very poignant line where Katniss says that her mother can't go back to District Twelve even to comfort her remaining daughter, and that she'll probably never be able to go back.
The Hunger Games
The idea of the Careers. Yes, they're raised to kill. But most of them are older, trained well, and volunteer if their name is not called. They are honestly preventing people like Prim from dying in the arena, instead of watching 12 year olds go to their deaths. The idea of being raised to die for that is heartbreaking.
Even worse, Katniss realizing the muttations are the former tributes, especially who the smallest one is.
Taken Up to Eleven in the movie. After placing flowers on Rue's body, Katniss makes a farewell salute to those living in District 11.
Thresh's reaction to Clove taunting Katniss about Rue's death. He grabs her and bludgeons her as she screams for mercy. Katniss, who's completely defenseless, asks him to kill her quickly. Thresh refuses, because of Katniss helping Rue, but tells her, "You better run, Fire Girl."
Some Fridge Horror: Thresh and Rue had likely agreed to go their separate ways to increase their chance of survival, so that one wouldn't be forced to kill the other. Then after he finds out she's dead, he hears about the rule patch allowing two tributes from one district to live. Thresh must be feeling extremely guilty and angry that if he had been with Rue, he could have saved them both.
The ending, but particularly Peeta's reaction after the reveal that Katniss had been playing up the romance aspect to keep them both alive during the games. Not to mention that Katniss herself realizes, that while she doesn't know quite fully if she may or may not actually love Peeta, does truly care for him, and the fear that she could be, and is, loosing him devastates her.
Out of the corner of my eye, I see Peeta extend his hand. I look at him, unsure. "One more time, for the audience?" he says. His voice isn't angry. It's hollow which is worse. Already the boy with the bread is slipping away from me.
I take his hand, holding on tightly, preparing for the camera's, and dreading the moment I finally have to let go.
The very premise of the book. Katniss and Peeta won the Hunger Games! They both survived, and from District 12, no less! They're safe now, and they've got all that food, right? No, they're both going back into the arena, which is not supposed to happen. They won, they're supposed to be safe, and now...
This becomes huge Fridge Sadness when you think about what this might have been like for some of the other Victors. Think having to fight strangers (with a maximum of one person you have even a chance of knowing) to the death is bad? These people are in a position to watch plenty of people they know, who might even be friends or neighbors, fight and die right in front of them, possibly after turning on their own friends in a desperate attempt to live. Even though some of them were planning an escape, it doesn't get much worse than that, not just for the main characters, but for the other Victors, who have already gone through such a traumatic experience and had several years - or even decades - to heal from it, only to be chosen to go back and do it all again!
Like Katniss, Johanna Mason is a young (21 years old according to Word of God) and recent victor and the only living female one from District 7, and therefore defaulted to go back into the arena. Unlike Katniss, she does not have any family or friends to comfort or help her cope after hearing she'll have to go back, heavily implied to have been were killed by Snow sometime after her games.
Katniss says in the first book, when she meets Cinna, that most of the stylists are familiar faces, that they stay constant over the years. Presumably, they thought when she won that they'd be seeing her again over the years, now that she'd be a mentor, maybe even they'd even "get a better district" after the success of the Girl on Fire dress, and now suddenly, she's going back in to the arena...
Cinna! The last time we see him, he's with Katniss, just as she's about to enter the arena for the second time... and then a bunch of soldiers come barging in, knock him unconscious, and drag him out of the room before Katniss' eyes, with her trapped and unable to do anything about it.
"I'm sorry, Mags. I can't do it." The fact that Mags committed suicide just to save Peeta is just gut-wrenching.
Made even worse when you realise that Mags was Finnick's mentor, and that she volunteered so that Annie wouldn't have to do it.
The female Morphling's death. Oh GOD. When she paints a flower on Peeta's cheek with her own blood and Peeta tells her it's beautiful...
The beach scene, where Peeta tells Katniss that he knows both of them are planning on dying for the other, but it has to be him who dies for her. Not just because he loves her, but because she has people to go home to. And then he opens his locket and shows her the pictures inside- not her as you might expect, but Katniss' mother and Prim on one side and, of all possible people... Gale on the other. One of the most heartwrenching examples of I Want My Beloved to Be Happy ever committed to paper because, unlike the usual examples, Peeta isn't just giving up on Katniss romantically to let her be with Gale, he's going to give up his life.
My family. My mother. My sister. And my pretend cousin Gale. But Peetas intention is clear. That Gale really is my family, or will be one day, if I live. That Ill marry him. So Peetas giving me his life and Gale at the same time. To let me know I shouldnt ever have doubts about it.
Everything. Thats what Peeta wants me to take from him.
And when Katniss realises that he's not playing for the camera, these are his true feelings it gets even worse:
"No one really needs me," he says, and theres no self-pity in his voice. Its true his family doesnt need him. They will mourn him, as will a handful of friends. But they will get on. Even Haymitch, with the help of a lot of white liquor, will get on. I realize only one person will be damaged beyond repair if Peeta dies. Me.
"I do," I say. "I need you."
At the end of the book, after Katniss is rescued but Peeta is captured by the Capitol, Katniss goes briefly mad with grief at losing him, she attacks Haymitch and has to be sedated.
Other hands help Finnick and Im back on my table, my body restrained, my wrists tied down, so I slam my head in fury again and again against the table. A needle pokes my arm and my head hurts so badly I stop fighting and simply wail in a horrible, dying-animal way, until my voice gives out.
Katniss finding her prep team, who've clearly been tortured, in an underground cell.
Venia: Katniss is not going to hurt us. Katniss did not even know we were here. Things will be better now.
Finnick's confession. He's been used as a sex slave for ten years because the Capitol will kill his friends and family if he doesn't go along with it. Nothing else is needed to make it a Tearjerker.
But there is something else. Katniss' reaction.
I want to interrupt the taping and beg Finnicks forgiveness for every false thought Ive ever had about him.
Finnick and Annie reuniting in District 13, particularly if you reread the book. You know that they're so happy, but Finnick's going to die later — the thought is just too sad.
How Johanna was tortured in the Capitol. Basically the Peacekeepers drowned her in water and then electrocuted her.
Made far worse when you realize that the chosen method was almost certainly not coincidental. In the moments leading up to her capture she says to Katniss something to the effect of "Death by electrocution is not how I want to go".
Katniss giving Johanna the pine needles. "Smells like home."
Katniss and Peeta's conversation about colors. Oh God.
The very brutal death of Darius was a massive Tearjerker, even though he was mentioned in passing by Peeta. At least Lavinia passed relatively easy, as the Peacekeepers made the mistake of applying too much shock on her heart. On the other hand, Darius died when they cut off his body parts one by one. The whole time, the Peacekeepers kept demanding information, but since he was an Avox, he obviously couldn't say anything. He was just being tortured to death so Peeta could be traumatized.
The Dwindling Party that is the Star Squad. The last one hits like a ton of bricks (see immediately below), but the others are not better. We barely know them, but we can pick up from the dialogues that they have as much loved ones as Katniss does who no doubt will be upset upon learning their deaths. Other than Leeg 2, Boggs, and Mitchell, every single one of them technically dies because of Katniss. And she knows this.
After Leeg 2 dies, Leeg 1 dreads how her father will react upon knowing that one of his daughters is dead. By the end of the rebellion, he has lost his remaining daughter as well.
Pollux sobbing over Castor's death after the group reaches Tigris' house.
Cressida manages to pull herself together, but Katniss can't help but notice that she looks very pale, no doubt in shock over Messalla's death. We don't know how long they have been together, but judging by how well they coordinated to film the propos, it's probably far too long for Katniss' comfort. This is more pronounced in the movie, where Cressida momentarily stands still upon watching Messalla turn to cinders, too shocked to say anything, until Katniss has to physically yank her away before the floor transforms into death traps.
Finnick's death. It's just so sudden and shocking, and then you learn that Annie is pregnant.
Katniss killing the unarmed Capitol woman after leaving the Underground. She did it to prevent her from trying to alert the Peacekeepers, but it dawns on her later that the woman probably overreacted. Then she examines her house and finds men's clothes, leaving her to wonder if, somewhere out there, the woman had a husband who is waiting to meet her.
The bit during the battle in front of the Presidential Palace where Katniss witnesses a woman being shot by the rebels, leaving her toddler daughter to mourn over her. Before she gets shot as well.
Prim's death. A few sentences, and the entire series suddenly feels pointless.
Katniss descending into insanity after Prim's death. For the first several days after the incident, she never talks, never answering anyone's questions. Her doctor brands her as basically an Avox, if the cause of the predicament is not physical, but mental. And after she murders Coin, she is left alone in the Tribute Center for weeks, never contacting anyone, not even Peeta, as she tries to think the best way to kill herself. She eventually manages to rebound, but not after years of therapy and being able to live peacefully with the love of her life — Peeta — and even more than fifteen years later, Katniss notes that there is nothing on Earth that can heal her completely. She is too broken.
Katniss and Gale's falling out as friends. The last time they speak in-story Katniss is struggling to see the boy she grew up with, hunted alongside and essentially considered family since his bomb idea potentially killed her sister and rendered her going into the Hunger Games for Prim's protection, and getting involved in this hellish war, meaningless. She can't trust his word that he didn't do it, and Gale himself is torn that he couldn't protect her family like he promised, let alone knowing she will probably never reciprocate his feelings. After that Gale moves on to a job in District 2 and Katniss to 12, and the epilogue never elaborates on their friendship. It's a stark contrast between their relationship in the beginning to say the least.
During the climax, Coin rallies the remaining Victors she could get a hold of and asks them to vote on something: a Hunger Games with Capitol children as the Tributes. Reading that sentence alone might make you cringe, but she actually preceded it with her saying that many of the rebels want all Capitol civilians to be offed, which would prove detrimental to humanity's population and that this was the alternative. Even though Katniss is beginning to think that Coin set up Prim's death, she can't help but wonder if this was the exact situation the Capitol was in when they first began the Hunger Games. It kind of gives the Capitol a lighter shade of black, since it was their best alternative over genocide.
The Victor's Purge where the non-rebel victors were tortured and murdered by the Capitol.
Katniss and Buttercup both breaking down and crying together after Prim's death.
That damn cat made it all the way home from District 13, but it doesn't matter. Prim is dead.
For the record, Katniss and Buttercup mutually hated each other up to this point. But they cling to each other because they're the closest thing they have to Prim at the moment.
After the war, Katniss wanders around in front of town center of District 12 and finally learns the fate of the person who gave her the pin of the bird whom she came to symbolize: no, Madge Undersee did not make it, and neither did her parents.
The book that Katniss and Peeta make at the end to honor the fallen. While it won't be bringing anyone back from the dead, it will keep them living on, forever. And that's more than Katniss and Peeta, and Haymitch and everyone else can hope for those who're already gone.
When Prim's name is called at the Reaping, she begins the walk up to the stage, horrified but still strong enough to tuck in her shirt as she goes, just like Katniss had told her to a little earlier. Actually, almost all the scenes that involved Prim were tearjerkers of some sort.
Katniss' panicked reaction to Prim's name being called. The one person she lets herself care about, the one person who's safe ...
Prim's reaction when Katniss volunteers. She could hold herself together when it was her life on the line, but when her big sister decides to sacrifice herself for her, poor girl starts to bawl and has to be carried away to her mother's arms.
It's small, but Peeta's version of the bread scene in the movie. Katniss has always interpreted it as an act of kindness, but Peeta's angry at himself because he didn't do enough. He's been berating himself for five years for not doing more, like actually handing it to her. This is the guy who deliberately took a beating from his abusive mother in order to feed a girl he didn't know well in person, and he thinks he didn't do enough.
Right before Katniss is sent up into the arena, she has one last meeting with Cinna, who tries his best to comfort her with a hug. It's at this point that her defenses break down and she's revealed to be a terrified teenager who knows that she's probably going to die in a matter of hours, if not minutes. She doesn't.
Watching Katniss trying to nurse her burn wound. She obviously doesn't know how to deal with it, and watching her bite down on the collar of her jacket to silence her screams as she dabs on it makes you tear up a bit.
Haymitch's expression as he's watching tops it off. He's not seeing a tribute, he's seeing what she really is: a scared kid in a lot of pain.
Haymitch seeing the Capitol citizens give one of their children a toy sword. If you needed any more reason to hate the Capitol and how it makes something incredibly brutal seem fun and exciting, that was it.
Haymitch's expression just seems to barely repress all the anger and turmoil he's probably feeling, being a previous winner of the games and having survived and experienced the whole glorified bloodbath himself.
Katniss gets her own version in the film of Catching Fire, when she sees a young girl (implied to be from District One) who says: "I'm going to volunteer someday. Just like you."
After Katniss has covered Rue in flowers, she makes the three-finger-salute. We get to see District 11, where they return the salute, and a man in the crowd (most likely Rue's father) attacks the Peacekeepers, and soon everyone starts fighting. It's heartbreaking. The music doesn't help, either.
During the riot scene, the ballot box is knocked over, spilling hundreds of paper slips onto the street. A somber reminder of the many, many children who were sent to their deaths for the Capitol's entertainment...and now there's one more.
When Katniss is still singing to Rue while she dies, the camera cuts to Rue's perspective, showing us a shot of the trees above her. Then, slowly, it gets quieter and quieter until everything is silent. The screen fades to white and you know that the little girl is dead, even if you haven't read the book.
Katniss:(sobbing over Rue's body) I'm sorry...!
Peeta shivering from fever, right after he and Katniss have heard that the Cornucopia will have medicine. Katniss without hesitation goes to the Feast, even though he begged her not to take the risk.
Thresh on hearing Clove's Evil Gloating kills her quickly after she gleefully tells Katniss that she murdered Rue. He then tells Katniss, "Just this once, Twelve. For Rue" before running off with Cato's backpack.
Cato just before his death. In the book, he's portrayed as a psycho who gets enjoyment out of the death of another tribute right down to when he dies. In the movie, he's pretty much the same... until he's about to die. We then learn that his motives were to bring honor and respect for him and his District. He was also a career tribute, meaning that he was trained to kill from a very young age, and likely had no choice in the matter. Killing was all he knew. Combining all of these, plus his behavior at the end, implies that he was craving respect and recognition from people, which, in turn, implies that he was abused, neglected, unappreciated, ignored, or possibly all of the above. This may show that he feels the only way to be loved is to win. What's even sadder is, that assumption may have been true.
"Go on! Shoot, and we [him and Peeta] both go down and you win. Go on. I'm dead anyway. I always was, right? I couldn't tell that until now. How's that, is that what they want? I can still do this... I can still do this. One more kill. It's the only thing I know how to do. To bring pride to my district. Not that it matters."
All the kids' deaths are sad. Examples include Glimmer, who dies a painful, stinging death by wasps while screaming in terror; the District 3 boy, who gets his neck snapped by Cato for failing him; Foxface, who wasn't remotely bad and died a really random death by eating poison berries; and Thresh, who is finished off by the mutant wolves after Cato carved him up offscreen.
Or even right in the beginning; the tiny boy with curly hair inside the Cornucopia. He's trying to hide from the bloodbath, and as soon as he tries to escape, he's brutally murdered by Cato.
Peeta and Katniss split up to hunt and gather. Katniss hears a cannon, and sees pile of nightlock berries next to Peeta's pack. She runs in a panic, tackling Peeta in a hug and screaming she thought he was dead because the berries are deadly poison. Peeta's expression as she hugs him saying, "Damn you, Peeta!" makes him realize that Katniss's feelings for him aren't an act, even if she doesn't realize it yet.
It's implied (especially heavily in the movie) that Foxface's self-poisoning was intentional. She was reluctant to kill anyone, almost like Katniss, and didn't want to be killed, yet she had to cover up her suicide as an accident so that her family won't get into trouble for her trick. (If you want to know what might have happened to them, Haymitch and Johanna are two particular examples. And mind it these two are not the only ones — they are the only mentioned.) Ain't it heart-wrenching to know that your family isn't secure even after your death — that is, never safe? Then again, it shows the cruelty and ruthlessness of the Capitol (doubling as (doubtly) unintentional Heroic Sacrifice) and further (along with Rue's death) nails down the idea that President Snow's regime "must pay, must fall!"
Seneca Crane's execution. This guy had to choose between either having no victor or having two, both of which would likely result in his death. Essentially he was backed in a corner, whilst still having the illusion of choice so that he could be held responsible for his actions.
"I didn't get to say goodbye." And the way she just brokenly says "Goodbye" as she's being pulled out of the room.
Katniss saying her goodbyes in the first film, especially to Prim.
Mags' death in Catching Fire if only for the look of utter despair on Finnick's face. The way he shouts her name as she disappears into the fog is just devastating.
A real life example: the tragic loss of Philip Seymour Hoffman. As of typing, Mockingjay is nearly finished production and he had completed all his scenes for Part I and had 7 days left to complete Part II.
The In Loving Memory card for him at the end of Mockingjay: Part 1 is this as well.