Felis
Meow?
I've probably forgotten some other character deaths that really shook me in the following list, but here goes:
- Togame from Katanagatari. I don't think many people have seen this anime, but it's really good. A lot of characters die, though, and while I was sad about several of them (Pengin's death kind of broke my heart, too), I just didn't see Togame's death coming (though I probably should have), and I was feeling awful for days because I had grown so attached to the character.
- Lee Scoresby from His Dark Materials by Philip Pullman. This is almost a bit funny, since it's about a fairly minor character, if I remember correctly, but that death is almost the only thing I still know about the story. For a reason I can't even put my finger on, it depressed me to no end when reading the books the first time.
- Kiel from Radiant Historia. Maybe it is a reversible death (time travel mechanics), but it doesn't look like it. I wouldn't know, though, since this event combined with having to fight Rosch in the other timeline was part of the reason I put the game on hold until I can handle the heartbreak. (Also, I kept losing that battle and wasn't in the mood to grind or look at strategy guides. Whoops.) In any case, it still hurts me - Kiel was just so likable.
- The entirety of the ending of Star Wars: Rogue One. Again, I should have known better, but I kind of managed to forget that there wouldn't be a happy ending, so it hit me harder than it should have.
- Fire Emblem: Genealogy of the Holy War has its moments, too. Sigurd running headfirst into a (for the player) somewhat obvious trap and getting himself and most of his companions killed in the process is not fun to watch. Just before that, Quan and Ethlyn (plus their unnamed knights) basically getting slaughtered by dragon knights is awful, too. And I don't even know what happens in the second generation story arc yet.
- Every character who dies in Puella Magi Madoka Magica. So basically, everyone (except for Homura, I guess).
- L (who else) from Death Note. That's a different kind of painful, though, because, after that death, the whole plot kind of died, too.