Prue in Charmed..not so much the death but the situation behind it..and her face never being shown again. just what I was coming on to say, the scene that actually really gets me is piper as a fury going to prues ashes and raging at her "how dare you leave me?!" 
Dr Greene in ER. omg yes and yes to Lucy too! That single tear when she realised and asked dr Corday..., very similar for Greg Pratt too
Mine is will in the good wife - was such a shock, no buildup or anything.
DCI Bilborough in Cracker. definitely! Especially as no such thing as spoilers back then!
Meg in Home and Away OMG yes I still remember that one!
Sybil in downton was maddening due to that arrogant arse of a dr
My contribution is from bones - first Vincent Nigel-Murray “please don’t make me leave” 😭😭😭😭 and even more heartbreakingly Lance sweets while his beloved daisy was pregnant!
Joe Dubois in the last episode of Medium. Why!!!!!! It added nothing to the story, it wasn’t a continuation of an illness it was a ridiculous accident off screen. Why couldn’t Allison and Joe just have a happy ending!! I can’t get over the unfairness. I’ve just recently finally managed to watch this to the end and totally agree
Amber in House OMG yes! So well done.
Tony in Soldier Soldier I rarely come across anyone that remembers this one. The scene that got me was Annabelle Apsion as his wife, held it together in the immediate aftermath...but then when she came to deal with some of his laundry and she could still smell him on a t-shirt or something and that was when she broke...
Karen in desperate housewives
But the ones I find most upsetting are when they’re written out/killed off in the show because the actor has died.
The most heartbreaking of these for me was detective Barry frost in Rizzoli and isles due to actor lee Thompson young having tragically killed himself.
Also John Ritter in “8 rules...”, Carol Ann Susi on tbbt, Edward Herrmann gilmore girls...
Must be so hard for the cast to play those scenes. I know from looking up online that on Rizzoli and isles they really felt a lot of responsibility to honour the actor and not hurt or offend his family, Angie Harmon apparently was the one that suggested that the eulogy her character read be written in such a way as it could apply to both character and actor