Stefan, Hayley, Klaus, Elijah, Camille, Nora, Mary Louise ,Alaric, Jenna, Kai(saw them coming but as @Tommy,Klaus&Kol2012+ more tragic than sad) Bonnie's multiple deaths and Jo Laughlin's count for the most heart wrenching deaths , in my opinion.
Klaus and Elijah’s, also Damon’s at the end of season five when he’s saying goodbye to Elena literally makes me cry every time. Also Liz Forbes, I cry at so many moments when she dies and during her funeral.
The only reason I said Alaric and Elena is because they were linked and Damon was fighting Alaric so you could see the pain in his face when he saw Alaric stop fighting he knew Elena had died and the scene were it was the same place her parents died must have been super traumatic so it was very hard for me to watch.