Fate/Zero/Tear Jerker


 * Numerous occasions.
 * Kariya Matou's farewell to Sakura after having just been infested by Zouken's insects in an effort to prevent Sakura from having to take part in the Fifth War. "It seems I've already lost [a bit] to the bugs inside me. I guess I'm not as strong as you..."
 * Being The Stoic, distant, cruelly practical Magus that he is, you wouldn't think Kiritsugu would be able to inspire this with one sentence. However, his realization that "Ilya weighs less than that Walther" (the Walther being his sniper rifle) and his reaction to this simply convey despair and depression and hopelessness far better than anything else ever could.
 * His breakdown in front of Irisviel in the second book is another one.
 * The prologue itself, too. Kiritsugu saying "Then, what about her? I... am not fit to hold that child", and crying at the realization that he's going to eventually have to choose between his beloved wife and daughter, and his ideals and his dream, fearing the time that he'll have to sacrifice what he wanted to protect.
 * Rider's incredibly blunt and harsh speech to Saber in episode 11, as he systematically tries to break down her ideals, ending with calling her a little girl. Saber's shaken reaction and her flashbacks to the battlefield, where we see her broken and severely wounded, is definitely a tearjerker.
 * On the same topic,
 * Caster's hallucination of Jeanne d'Arc, smiling kindly and holding out a hand for him to take Even worse, it's implied that he might have been about to make a Heel Face Turn.
 * What.....have I...
 * Kiritsugu having to kill to prevent a zombie outbreak in his backstory.
 * Kiritsugu having to kill to prevent a zombie outbreak in his backstory.