The one that comes to mind immediately for me is Wesley on Angel. This guy has gone through hell. He watched the woman he had loved from afar die in his arms, just after she had finally requited his feelings. Then he must watch as the demon that murdered her walks around in her skin. Finally as he lays there dying, she asks him if he wants her to lie to him one last time. When Illyria turns in "Fred" and holds Wesley as he dies, I cannot help but bawl.