I agree with TheHodgeofTheHedge that Tess of The D'Urbervilles has some of the saddest lines of all time. The ones that get me occur on the lovers' final night together after managing to evade the law for five happy days, before Tess is finally captured. (They are fleeing after Tess, in a fit of grief and anger, has killed the man who seduced her and ruined her life.)
Knowing that her life "can only be a question of weeks", Tess asks Angel:
^"Tell me now, Angel, do you think we shall meet again after we are dead? I want to know."
He kissed her to avoid a reply at such a time.
"O, Angel - I fear that means no!", said she, with a suppressed sob. "And I wanted so to see you again - so much, so much! What - not even you and I, Angel, who love each other so well?"
...to the critical question at the critical time, he did not answer: and they were again silent.^
When they wake, it is to find that the forces of the law have caught up with them.
^"What is it, Angel?", she said, starting up, "Have they come for me?"
"Yes, dearest", he said, "They have come."^