Come on, that was the single most heartbreaking moment on the show. It even beat all of the deaths on Buffy in its epic sadness--seriously, if you can watch poor Fred cry 'Why can't I stay?' without echoing 'Why can't she stay?' yourself, you're a cold and heartless individual.

Runners up on the sad scale:

Joyce Summers (Buffy)
Wesley Wyndham-Price (Angel)
Tara Maclay (Buffy)