Two more tear-jerking moments on Doctor Who:

1) The climax of Doomsday, which left Rose stranded in a parallel universe.

2) The climax of The Family of Blood ("He was braver than you."), which might just been my favourite Doctor Who story of all time. Certainly since it was restarted in 2005.

Oh - and since you mention The Simpsons, how about the final scene in the episode when we discover about Maggie's origin (the do-it-for-her scene).