Hmm, these are always interesting topics and usually all the same shows are listed for whatever forum happens to have this. I'm going to be the first to say Gundam SEED. It was the first serious anime I watched and I admit to crying like a baby when
Nicol died. Out of all the Zaft pilots he was the one who really should have lived u_u
Can't say I cried for that part, but I'll freely admit I was shocked he was the first one--hell, the
only one--of the Zaft pilots to die.
'Course, I think that was the moment we realized they were going to do things to the characters we weren't expecting, which made the series that much more riveting. I was really
truly afraid during the tail end of Destiny that Lunamaria wasn't going to be alive at the end of the series. She had just the right combination of expendability and significance that the producers could've taken advantage of for a severe emotional impact,
the same way they did when they killed off Frey and Meer.