Blade of the Immortal is pretty dark and sad and all that, but I reached it a point where I felt really sad for one character (70-ish chapter). Spoilers etc:
Hisoka, daughter of Kensui-sensei. Despite not seeing cruel things like Rin or Hyakurin before her eyes (or at least not AS cruel things as them), I just felt the most sadness over her fate...maybe it's because she already surrendered to her fate, while the others kept going