Ahh, Sura, those are so sad. ;o; *squeeze*
I've definitely cried during roleplay. No doubt. xD
There are a few tear-jerkers I've written out with friends before, but the stand-outs are all in my old Divided Skies wolf RP, while I was playing Allegra.
Probably the most intense and heart-rending was when Allegra and her pack (Ebony Sun) had lost their den to a sinkhole, and so along with her young pups, pregnant best friend, and the rest of her frightened pack, had had to trek across the land to find a new den. Just as they'd settled in, Allegra heard off in the distance a howl from her mate (Coda), and as she ran to help him, he'd been backed up against a large cliff/waterfall by an angry bull elk.
Inevitably, the elk pushed Coda over the edge, and fled as Allegra came to the scene, she only managed to grasp Coda's paws for a moment before he slipped and fell to his death in the waters below.
After this, Allegra came tearing down the cliffs as fast as she could, crying and yowling, only to find her mate crumpled and washed up on the shore, and Coda used what little energy he had to give her one last lick on the cheek before the life left him.
And so, after all of that energy used, finally finding somewhere safe for her pack, Allegra was now left alone, a lone Alphess, and she laid there through the entire night with her dead mate in her paws. Even when some loners had found her (and she's usually the strong type in the face of strangers), she absolutely refused to move in her dejected sorrow. The pack, once they'd found her, practically had to drag her home after that.
(Then, she had to face her pups finding out about their father's death, as well. So many tears from everybody. ;-; )
However, after that, we all got distracted by a contrastingly cute/funny RP going on between some other characters across the map, so it was just another day in the RP.
Now, this was only one of the sad stories, and I could add more, but I feel like the others aren't nearly as straight-forward as this. xD So, I'm fine with sad stories, and it's like writing a good book when you can really get everyone involved with and attached to your characters (and you to theirs), but you always need the happy times to contrast them, as well~