Any episode that has these pieces of music, but I'll try to be specific:
Tears After The Cloudy Weather (I remember this playing in Bye Bye Butterfree the most. I was in tears when I first heard it)
Movie 1 BGM-Miracle Tears (Viva Las Lapras, When Ash released his Lapras. I reacted with happy tears rather then sad tears because it was a nice piece of music.)
1999-2001-M32 (Charizard's Burning Ambition, When Ash leaves Charizard to train)
Unreleased Movie 2 BGM-Misty's Flashback in Gotta Catch You Later (Japanese Version)
Movie 6 BGM-A Small Thing ~Lullaby~ (I mostly remember this playing when Ash says goodbye to Paul)
Rougela's Christmas, which wasn't a sad episode at all.
Pikachu's Goodbye, Crossing Paths, and Memories are Made of Bliss. So heartbreaking...
At the end of Johto when Brock and Misty said goodbye to Ash and he ran off crying, that is still the saddest episode IMO :(
Of course the release episodes, but for me mainly Goodbye... And Then, Setting Off! and Memories are Pearls! Friendship is a Diamond!!
Both episodes were powerfully heartwrenching (mainly due to Misty and Piplup), and I feel so emotional each time I see them.
A true friend freely, advises justly, assists readily, adventures boldly, takes all patiently, defends courageously, and continues a friend unchangeably.
The only one I can really think of right now is the episode where Misty left. That dang song of her's made me cry.
"Halloween is every day!" -Sharon Needles
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Misty parting ways with Satoshi and co. That soundtrack makes me cry..a.l.w.a.y.s!!!!
Proud claimer of the Snow Dragon Kyurem. 24/01/2014
every farewell episode ever...except maybe the Victreebel one.