Radio Raheem in Do The Right Thing-Even though he was a pain, the cops went to far in choking him and after they killed him, they kicked and insulted him....really sad and f**ked up.
River Pheonix as Chris Chambers in Stand By Me. Even though we dont see him die in the movie, we learn of his death as his character got older and the way River dissapears as he walks away. I think it's even sadder because River passed away....if you can understand were I am going with this.
I thought Brooks' death in Shawshank was very sad, especially the buildup to it and the reading of his letter back to the boys at the prison. The bit which really put a lump in my throat was when you see him forlornly sprinkling bread to the birds and he says "I sometimes think Jake will stop by and see me. But he never does." I came so close to crying after that. It was probably something to do with Thomas Newman's brilliant score.
Even though he was the villain, I thought the death of John Rooney in Road To Perdition was quite sad as well. Obviously the cinematography added hugely to the emotional impact, and again Thomas Newman's score.
I agree with Mufasa's death too. And Satine's in Moulin Rouge!. That was the first film I ever cried at, and I was crying a lot too. Oh and John Coffey's in The Green Mile.
I wasn't sure if I was supposed to put any of that in spoilers... but then you wouldn't know what film I was talking about anyway unless I wrote the film and then the person in spoiler tags.