The first ever similar death I've ever cried was while reading senpai's death at midnight. I actually saw that coming, and did not shed a tear until a certain someone says, "Senpai will never be coming back... ever." ...may Little Sheep brace herself for this.
Envy's suicide from Fullmetal Alchemist Brotherhood was the second to make me cry at 'first view'. He's ugly, sloppy, disgusting, but his demeanor changes the whole feeling to the situation, and the fact that he decided to end himself rather than letting humans finishing him off is just...
It took me a few times to learn to cry during Zack's death, by the end of the crying lesson I can even repeat his last words in Japanese. Xion's death, I'm not so sure about because no matter how many times I repeat the scene, water just won't flow out!
Have some of Clear's BE ending song. Immer Sie means 'always' in German, by the way.
Clear didn't really die, tho. He's a machine, so a few repairs did him good and he's back to normal.