1) Mufasa's death (Obvious reasons)
2) Stitch's death in Lilo and Stitch 2: Stitch has a Glitch (even the fact that the Power of Love revives him doesn't change the fact that a main character just... outright dies despite everyone's frantic attempts to help him. Not a heroic sacrifice, either, just a a passive death, a whispered apology, and then... shuddering to a stop.)
3) Kovu's Exile from Lion King 2 (One of the few times I've wanted to punch Simba in the face. Simba is one of my favorite characters, by the way.)
4) Nuka's death from Lion King 2 (He finally got the attention he so craved from his mother, and she, for a moment, felt the pain of true loss... of the child she had so despised until he was taken from her.)
5) The mere concept of Toy Story 3. I got to the part where the toys were convinced Andy had tried to throw them away, and I just... couldn't watch it anymore. The reason it's at the bottom of this list is because this wasn't a good thing -- I outright stopped the movie because instead of the sadness wanting me to keep watching the movie, it made me hate the movie and stop watching it. No tears, just... frustrated sorrow.