It usually takes an awful lot to make me cry at any Anime atau film, but I must say I could feel my eyes burning when Light died in Death Note. Yes I know he was evil...but actually it was the bit just after he died when the Kira worshippers were gathering in front of the moon and the girl puts down the candle and says 'Kira-sama'...something about that final image (pictured) nearly has me in tears every time I look at it, even just looking at it now :'( Actually I haven't watched all the Anime yet, that part was in the manga, although I've heard some people say the anime's ending was even sadder...likewise I was devastated when 1 died, but I'd seen so many spoilers beforehand on other sites that I kind of knew he would die at some point. Still extremely sad though.
For me, I would have to say Misuzu Kamio's death from AIR TV hit me the hardest. Yeah, I did kind of expected it but it still broke my hati, tengah-tengah hearing Haruko scream bloody murder when she held Misuzu's lifeless body. ;__;