This post is going to be what I feel are some of the saddest scenes in Harry Potter. It's not an all inclusive list, and there are other scenes that I also found sad. In fact, there are quite a few, so it would take a while to include all of them. Most of these are from Deathly Hallows as I find that to be the saddest of the books. These are kind of in order from saddest (for me) to least saddest, but not entirely. That's just kind of how they ended up since the saddest came to me first.
Into the Forest Again. This has to be the saddest chapter in the entire Harry Potter series. I can't remember ever being as emotional about a book as I was when I read this the first time. I didn't know what was going to happen to Harry, and after he discovered that he had to die, I was slightly terrified that he would in fact die. Once he gets to the forest and uses the resurrection stone I was a complete mess. For me that is the most beautiful and heart-breaking scene in Harry Potter and quite possibly any book I've ever read.
Harry seeing the dead in the Great Hall. There's something about seeing the Weasleys sobbing around Fred's body that just kills me. For me that was worse than reading about Fred's death although that also deserves it's place on this list. Then, we (and Harry) find out that Remus and Tonks, two of my favorite characters, are dead as well, and Teddy is now an orphan. I think this is a really simple moment in the book, but it really affected me when I read it.
Dobby's death. I'll admit I might have a slight obsession with house elves. I love Dobby, Winky, and even Kreacher (more so after he tracks down Mundungus). I was so happy when Dobby appeared to help Harry and the others, but I was in shock when he suddenly died. I don't think anyone expected Dobby to die, and that just made it more emotional to me.
Hedwig's death. Yes, I am aware she's just an owl. However, she is an amazing owl! In all seriousness, Hedwig's death came as a huge shock to me. Other tan Charity Burbage, who we had never seen before, this was the first death we saw in Deathly Hallows, and it was an innocent owl! It kind of brought home the fact that there's a war, and if an owl is murdered, than everyone is open game (although Dobby's death was still shocking). The fact that I adore Hedwig, and she's the reason snowy owls are my favorite animal may have made it slightly more emotional for me.
Snape killing Dumbledore. Looking back on it, it seems slightly obvious that Dumbledore would die, but I was only eleven when Half-Blood Prince came out, and for me, it was entirely unexpected. I think this was the first time I cried while reading a Harry Potter book. (No I didn't cry when Sirius died... I almost feel bad.)
Sirius' death. Speaking of Sirius... Although I didn't cry when he died, I did find it sad. It's just that I was about nine or ten when I first read it, and it doesn't have quite the same impact after the first time. It wasn't until I was older that I was really affected when I read that scene. Harry trying to run into the veil after Sirius, Remus holding him back and saying he's gone, and Harry chasing after Bellatrix is all incredibly emotional.
Bellatrix torturing Hermione. Ron's reaction to Hermione being tortured absolutely kills me. It's heart-breaking. Should we count how many of the things on this list Bellatrix is responsible for? I bet it's quite a few of them... (It's really only three, but that's still more than any other character I'm sure. Actually, it's four if we count her killing Tonks... I'm going to say four.)