One thing I love about anime is its ability to affect viewers emotionally, often with characters so tragic they're almost Shakespearean. In Madoka Magika, the dark and "grown up" magical girl anime, we can sense that forces closing in on poor Miki Sayaka which result in her eventual downfall, and in the AnoHana anime (aka "We Still Don't Know the Name of the Flower We Saw on That Day") the character of Menma is very moving indeed. One series I like a lot is She, The Ultimate Weapon (Saikano), about a girl who's asked to use her esper powers to defend Japan in a great war...but she keeps growing more and more powerful, until she's able to crack the Earth in two, though all she wants to do is be with her boyfriend Shuuji. If you like your anime happy and cheerful, be wary of Sword Art Online, which has some amazing (and sad) plot twists, as does the outstanding Steins;Gate, which features some very emotional scenes as Okabe timeslips again and again in an effort to save his childhood friend Mayuri, fated to die no matter what he does. The list of highly emotional anime series goes on -- I could add Clannad After Story and Air, but I'd need to get out a tissue box. So, who are your favorite tragic anime characters?
One of the most emotional series I've seen is Air, the story of... *sob*