#10 Coulson dies
We all knew this was going to be somewhere in this top 10. Not very sad in my opinion, because I felt like Coulson was a character that was never emotionally deep in the movies. Also he is number 10 because he comes back to life in Agents of Shield.
#9 Tony Stark quits being Iron Man
This moment was especially sad for me because Iron Man is my favorite character. But i think everyone can agree, it was pretty sad to see him giving up being Iron Man, even though we knew it wasn't permanent.
#8 Fury's death
Nick Fury is shot by the Winter Soldier while talking to Steve. This moment was more significant than Coulson's death being that we knew Fury on a more personal level than him. And also it was more of a hefty loss.
#7 Thor can't lift his hammer
I'm not sure if it was just me, but when Thor rages and cries over not being able to lift his hammer, i can't help but feel his pain a bit.
#6 Groot's sacrifice
Groot wraps himself around the guardians so that they can survive the crash of the ship. I never really liked Guardians of the Galaxy, i have seen it many times, and i cannot seem to get physically attached to any of the characters, but i'm no monster. This death is by all means sad.
#5 Loki's first death
Loki lets go and falls to his death after learning that his father was not pleased with him. Arguably the saddest moment in this movie, even more so than Thor almost dying.
#4 Captain America's sacrifice
One of the most sad "Almost" deaths in Marvel history. Steve is forced to crash land a plane in order to save the people of New York and during this moment, he is saying, what he thinks are his last words to agent Carter as she is crying.
#3 Loki's second death
Loki dies shortly after sacrificing himself to save Thor.His second death being a lot more emotional due to a few things. One being that we knew him a lot more as a character, and that in the end he was just trying to help his brother. And two, the way Thor reacts to the death of what he knows isn't even his blood brother.
#2 Stark's sacrifice
In order to stop a nuke from destroying New York, Tony changes the trajectory of the missile by holding onto it and steering it into the worm hole. He loses contact with Pepper and his suit runs out of energy as he takes his last breathe...
#1 "Cause i'm with you...to the end of the line."
Captain America stops fighting with Bucky and tries to convince him that they are friends, and that he wont fight with him. Then he says the line that we will never forget... "Cause i'm with you...to the end of the line." Then Bucky realizes who he is, and ultimately rescues Cap.