It's a Hans Christian Andersen story. It doesn't just jerk tears out of you, it reaches into your eye sockets and claws them out of you. Then it makes you feel guilty for crying by having the mermaid — now a daughter of the air trying to earn her freedom — serve another day for every tear shed over a misbehaving child.
Marina sings a dark reprise of her song on the night of her death.
The ending to the anime is possibly worse than the short story. Right after Marina jumps into the sea, the Prince remembers her... but it's too late. Fritz is left to tearfully chase the sea foam that was Marina.
Some dubs, such as the Brazilian one, make it somehow worse by having the narrator close with an eulogy, rather than saying she was turned into an angel of sorts.
Brazilian Dub: Marina's body dissolved in a thousand colourful bubbles. Farewell, Princess Marina. From the depths of the sea in which you were born, you ascended to heaven carried by the wind. Each time the sunlight reflects its light in a drop of water and shines in the sea, each time the music of a harp reminds us of the sound of the waves, your kindness and your courage will be alive in our hearts, Little Mermaid.
Right after said ending, the narrator attempts to dry everyone's tears by stating that Marina gained a soul and ascended to Heaven, unlike the short story, where her soul will be stuck in limbo for 300 years. Slightly reassuring, but it doesn't change the fact that Marina had friends and family who loved her dearly and have lost her.
The ever faithful Fritz promises Marina that if she ever needs him, she should shine her pearl hair pin high in the air as a signal. In her desperate hour she shines it, and not a moment later Fritz swims straight for her. All along he has kept watch over his friend, always nearby. The scene that follows is a literal tear jerker for the two characters, but the fact that Fritz must have spent months patroling the shore in case of Marina's need is heartwrenching.
The sisters appearing with their hair cut short, which was done by the sea witch in exchange for a magical knife. They appear because they want to help their youngest sister, but it's all for nothing, because Marina can't bring herself to kill the prince.
The stage musical
The song "If Only" in the second act. Ariel, Eric, Sebastian, and Triton all sing about how much they wish they could understand someone they care about.
Ariel: If only it were true, if only for a while. If only you would notice how I ache behind my smile. I guess you never will. I guess it never shows. But if I never find a way to tell you so...oh, what I would give, if only you could know.
Eric despairing over how how he has to meet the girl who saved his life. Turns out, now he doesn't want to find that girl (unaware that it's Ariel herself)...because he's falling in love with Ariel, who as far as he knows, doesn't have the beautiful voice he wants.
Eric: Maybe I'll find that voice...but I'll lose her...