I'm pretty glad that I've seen all of these anime in the first place. I don't know if people are genuinely too stupid to use spoilers, or are just doing it on purpose.
Anyway. There's a couple, but mainly:
Puella Magi Madoka Magica
Spoiler:
Kyoko. Sayaka's death was pretty sad but Kyoko's sacrifice was one of the best moments of the series for me. I know technically the characters are revived by the end of Rebellion, but it was beautifully done. Mami's death was also pretty sad because of how unexpected it was.
Ef: A tale of Memories
Spoiler:
Yuko
Clannad
Spoiler:
Nagisa and Ushio
Air
Spoiler:
Mizusu
"Whenever people see birds flying through the sky, it's said that they get the urge to go on a journey.".