Gakuen Alice
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The whole flashback arc. I knew I would cry and I did many times because I knew how it would end. Worse yet, Mikan's mother dies right after Mikan finally stops hating her.
Orange (Takano Ichigo)
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Reading that the reason why Kakeru isn't around ten years later in the future is because he committed suicide. Or Suwa giving letters to his younger self to save Kakeru, knowing that it may destroy the present where he ends up w/ Naho and younger Suwa following his older self's pleas.
Shinsekai Yori
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Shun dying and him and Saki never getting the chance to be together. The most tragic part about it was that the fact that he accepted it and it really was for the best.