Myndi Mayer's death rocks a still-naive Diana. Her death at the hands of a cocaine addiction literally makes no sense to her, at all.
The follow up short story in the first Wonder Woman Annual is incredibly sad as well.
Lucy Spears committing suicide.
From Phil Jimenez's run, the death of Hippolyta during the Our Worlds at WarCrisis Crossover. Sacrificing herself to save Diana, Greece and the Earth (pretty much in that order) was heartwrenching to watch, as was Diana finding Hippolyta just in time to see her take her last breaths.
Odyssey has the altered universe's version of Dr. Psycho bemoaning the fact that when everything is put right, he'll be a monster—and one of her enemies—again.
During the New 52, Diana learns that her mother lied to her about her birth, that she's actually a child of Zeus and not made of clay. She angrily leaves Paradise Island.
Hera then pays a visit to Hippolyta and angrily demands to know why Hippolyta slept with Zeus; Hippolyta acknowledges that she wronged her and asks for forgiveness. As she's about to strike Hippolyta with an axe, she lets it down, hugs her, and regretfully says "I wish I could."
During this time, Diana comes to regret what she said to her mother and returns to Paradise Island; however, Hera has turned the Amazons into snakes and her mother into a clay statue.
Diana: Mother. I...I made a mistake. I reacted to what you did, instead of listening to why. And...I'm sorry. For what I said, for what I did. For hurting you. You deserve better. I'm your daughter. Your blood. It's something I always wished I was. And I am now. But...now's too late...Please forgive me. Please.
In issue 11 of Wonder Woman (Rebirth), Diana learns the New 52 Hippolyta and Amazons are not her mother and sisters, but fakes created in a mockery of Themyscira meant to cloud Diana's memories of her real mother and sisters. When the lie is finally revealed, Diana breaks down in tears as she realizes that all the times she's been to what she thought was her home over the years, the seeming death of her mother by Hera, the Amazons being turned into snakes, the turmoil around her supposed true parentage, none of it was real. And even worse, Diana realizes in all this time she has never returned to the real Hippolyta and has no idea what has happened to her home, her friends, or her mother.