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I cried for Haku AND Kimimaro.
But,right now,Laharl from Disgaea.
I was so sad crying

(SPOILERS FOR DEATH NOTE,DISGAEA,KATEKYO HITMAN REBORN,RAGNAROK:THE ANIMATION AND NARUTO)
Hmmm...I guess:

-Saya from Black Cat(soooo much potential..I knew she was going to die since I read the manga,but I honestly cried when she died DX;; ... if they were going to kill her off at the sixth episode,they'd at least give her some character depth...)
-Like everyone else,L from Death Note...I'm somewhat satisfied that Light lost in the end but still...
-Rosette from Chrono Crusade....I KNOW she was going to die at a young age anyway but I still wish she didn't die D:
-Laharl from Disgaea,even though he reborns later,he was cool enough as himself before death D;
-Tsuna,Reborn,and Colonello from Katekyo Hitman Reborn,I KNOW in the latest part of the manga,their past selves(excluding Colonello) are trying to undo the future and make so they don't die,but they still died DX
-Itachi from Naruto,I knew it would've ended up as it was sooner or later,but I still wish,he would've at least died in a more awesomer way though ><
-Jiraiya from Naruto,he was honestly my favorite sannin,Orochimaru weirds me out and Tsunade scares me...so I was pretty sad that he died like that ._.
-Deidara from Naruto,he was one of my favorites,plus,he died by Sasuke-sue just when a piece of his life was thrown in just when he gets killed off...it sucks when my favorites don't get much character depth D :
-Takius from Ragnarok the Animation,even though her death was made out of awesome,I still wish she would've lived through the battle...
-Iruga from Ragnarok the Animation,same from above...he was gonna be a father too D:

lol, sometimes yougrow an attachment to a charicter, but for the sake of better plot, most of the time important charicters have to get killed. lol, plus the writers sometimes make them die, just because they know that the watcher or reader will feel something deep for that moment... If I remember right its called a visceral feeling.... or somthing of the sense.

There is always the flip side, the characters you wished had stayed dead. Like Mwu in Gundam SEED. He had a great death, fitting his character well. He made the impossible possible and blocked the positron cannon, saving the ship and the woman he loved. They ruined it by taking out his helmet in the movie version so they could retcon it so he survived and returned in destiny.

DEATHNOTE

L shouldn't have died

NARUTO

neither should have JIRAIYA

CUS THEY WER FRIKEN AWSUM

Wolfwood from Trigun.
Hughes from FMA. This was a shocker, never saw it coming.
Mao from Geass. I loved his Geass and I think he could've made the series a lot better if he didn't die right after he got introduced.
Euphie yeah, that was saddening...
The cast of Wolf's Rain. One of the saddest endings to an anime ever, but the ending was worthwhile.

hughes from full metal alchemist came as really unexpected... it was really sad that he should die that way especially when you see his daughter on the background...

nuriko from fushigi yugi was kind of sad too and just because he wanted to help the person he loved most... plus the flashbacks or just made-up memories were super sad...

arcuied (don't know if i spelled it right) - from tsukihime was kind of sad in its own way when it happened on the last episode... there was a chance she could have lived but then for a reason she never did do it...

pete - from ginban kaleidoscope, i know that he is already dead to begin with but then if he could've lived he and tazusa would have been much better together...

eleanor - from madlax, i was really surprised at what happened and her death was kind of sad. after all, she died because of her love for her mistress and how she considered her a family all those times...