“Saddest anime death”
I’m not sure why, but I find that the deaths of characters who die shockingly early are often sadder than the death of a character you’ve had a long time to know.
This is about character deaths, so spoiler alert.
I think my answer is Nina Tucker (and her dog Alexander) from Fullmetal Alchemist. Not only is she a young child, but the way she dies is so horrible and ultimately pointless; Nina’s own father combines her and her pet into this chimera:
Not so cheerful anymore. In fact, she’s in such constant pain that Scar deconstructs her insides and calls it a mercy killing.
Maes Hughes from the same series deserves mention as well; he’s killed right after he learns a truth that no one else figures out until much later, he leaves behind a young daughter who is (of course) seen crying at his burial, and the Elric brothers don’t even find out he’s dead until a while after the fact, which means you see people talking about him like he’s alive when you know he’s not.