Towards the end, Frederick is using himself as a Professor Guinea Pig in order to try and stabilize the monster. At the very precipice of success, the villagers Storm the Castle, disconnect him from the machine, presumably killing him in the process. Then, four simple words ring out:
Also, The Monster's speech after Frederick's personal sacrifice. Of course, there's Mood Whiplash afterward with Inspector Kemp.
Seeing the monster - who just a moment ago was singing and dancing with someone he felt loved him - chained up and being tormented by a policeman scaring him with fire can be quite sad!
Mel Brooks' commentary, originally recorded for the laserdisc release in the mid-'90s, has him audibly tearing up during the opening credits as he realizes just how many of them were already gone.
The musical
Frederick's Soliloquy in the musical, where he proudly accepts his name as a Frankenstein before the townsfolk hang him. He survives, but still!