I see "Angel" and raise you Buffy's second of three deaths on the season five finale of "Buffy the Vampire Slayer".
Her first death was when the Master drowned her in "Prophecy Girl." Her 2nd death was sacrificing herself to save Dawn in "The Gift." What was her 3rd death?
My list:
1. Winifred Burkle, Angel. The death itself was pretty brutal but the part that really gets me is the times that we see her after her death, like the flashback at the end of "Shells" where we see her leaving home to go to L.A., where we now know she will eventually be killed. Also, the scenes where Illyria impersonates Fred in "The Girl in Question" & "Not Fade Away" are really rough to watch and feel super disrespectful, even after all these years.
2. River Song, Doctor Who. This one actually gets harder to watch with time. She died in her very first appearance back when the Doctor didn't really know her yet but subsequent seasons have further fleshed out her adventures, making it all the more poignant. Even when the Doctor offers to rewrite time to save her, she replies, "Not those times. Not one line. Don't you dare!" I get goosebumps every time. Every time!
3. ADA Alexa Borgia, Law & Order. For shock value, this is really high on the list for me. For a show that often feels like a very stolid process drama constantly maintaining the status quo, it's genuinely shocking when we see Borgia in her apartment (probably the first clue that something's wrong because in 20 seasons you could probably count on one hand the number of times we've seen a main character's house) getting violently abducted. The next time we see her, she's stuffed in a trunk, duct taped, and drowned to death on her own vomit. It's a tragic, ignominious, and incongruous end for such a fun character.
4. Alan Francis Doyle, Angel. On a more heroic note, one of my favorite
Buffyverse characters gets to go from cowardly grifter to making the ultimate sacrifice saving a group of half-breed demon refugees. "The Good Fight, yeah? You never know until you've been tested. I get that now." Of course, in true Joss Whedon fashion, twisting the knife even further, his death comes only minutes after Cordelia finally agreed to go out with him.
5. Cordelia Chase, Angel. You think she's walking away on her own two feet, only for Angel to get the phone call saying that she never woke up from the coma at all. Helluva sucker punch.
6. Bill McNeal, NewsRadio. This one is in a totally different category because the actor actually died. "Farewell. Take care of each other, and I'll see you all when you get to wherever it is that I am now." I'm sure the tears during his funeral episode were all real. I know mine were.
7. Arnold Judas Rimmer, Red Dwarf. Even 3,000,000 years after his death, his hologram still manages to annoy us all. And what a line to go out on, "Gazpacho soup!"