Story: Bridge to Terebithia destroyed me when I was younger. Now that I'm older and have gone through a somewhat similar experience, I legitimately don't think I'm capable of touching the story again, because it hits way too close to home. Even thinking about it makes me feel awful.
Comic: The Sandman. Specifically, the final volume: The Wake. I recall sobbing for several hours and having difficulty making my way through it. The word that comes to mind is brutal. Unlike Bridge to Terebithia, there's no sudden surprise, or crazy plot twist. All of the events are foreshadowed from very early on, and you know exactly what is going to happen. That doesn't make a single piece of it any less upsetting. It's a forced march of watching the characters you have fallen in love with over the course of an entire series suffer, grieve, and die.