There's an episode of
Futurama when Fry finds the fossilized remains of his dog from 1000 years ago (er, now...well, 2000). The Professor was going to clone Fry's dog for him, but Fry convinces himself that his dog lived a good life without him, but then as the end credits role, we see that the dog spent the rest of his life pining for his lost master, never moving from the spot where Fry left him. I thought it was incredibly sad.
Futurama - Fry's Dog Waiting (Ending and Sad) • VideoSift: Online Video *Quality Control
There's an episode of ER where a teenaged boy involved in a drunk driving accident on the way to the prom suffers third degree burns on most of his body. One of the doctors asks Mark if anyone has survived with such extensive burns, and his says, "Not that I know of." At one point the cameras is looking directly down on the kid lying on the hospital table as the nurses are working around him, and you just know that he's thinking that he's probably going to die, and even if he lives, he's going to be deformed and disabled for the rest of his life, and he starts to cry. (According to wikipedia, the actor, Eric Christian Olsen, was submitted for an Emmy for that role.) I felt so bad for that kid. Even though I knew he was a fictional character, I also know that character represents many real people. In fact, I was so upset by it I didn't watch the rest of the episode, so I never learned if he lived or died.
I'm sure there are many more, but that's all that comes to mind at the moment.