I've probably read my DD The Paper Dolls at least 200 times by now and I still cry when I hit the memories page. Every. Single. Time.
And, again in common with tonnes of you, Neil Gaiman's Blueberry Girl is another book which makes my heart lurch with happy/sad: m.youtube.com/watch?v=QH4lyJWa_84
But the closing paragraphs with a proven track record of making me do full blown ugly crying* are from The Steadfast Tin Soldier:
"He looked at the little maiden, and she looked at him; and he felt that he was melting away, but he still managed to keep himself erect, shouldering his gun bravely.
A door was suddenly opened, the draught caught the little dancer and she fluttered like a sylph, straight into the fire, to the soldier, blazed up and was gone!
By this time the soldier was reduced to a mere lump, and when the maid took away the ashes next morning she found him, in the shape of a small tin heart. All that was left of the dancer was her spangle, and that was burnt as black as a coal."
(*I haven't gone near The Selfish Giant or The Happy Prince since I had DD. I have them, I need to brave them and our daughter deserves to know them but I'm scared I would actually dissolve)