Hmm... How about the time when the Keldeo Movie featured Ash and co? IMO, they could of stayed out of that Movie.
It's quite sad when the main characters start to feel intrusive. :'(
Saddest moment in pokemon history, when Ash tried to release pikachu. Movies wise, I would have to say the tears part of the first movie. I have watched that so many times. Another sad moment, when pikachu shocks all of the spearow for Ash in one of the early episodes. Maybe not sad, but made me cry because pikachu was being so awesome.
[link=http://www.pokebeach.com/forums/thread-sadest-pokemon-moments]I found this[/link] when going through some threads in this forum. Take a look at what members had to say on the topic in 2006.
I was so sad when Celebi died, but got over it since he got brought back to life by the other Celebi. Latios did not, however, which I am still mourning for.
EDIT: I forgot; I am also still mourning for Sir Aaron, and Lucario! I don't like it when people and Pokémon die permanently. I don't mind it when they get brought back to life, then it doesn't make me that sad. I always keep hoping for them to be revived in the end, but they didn't in these cases!
Freaking Latios went ahead and died. THEN THEY MAKE IT EVEN SADDER BY SHOWING LATIAS FLYING WITH THE SPIRITS OF HER BROTHER LATIOS AND THEIR DAD LATIOS. Also Darkrie's death and Jirachi leaving. Did lugia die?
The latios and latias movie had one of the most emotionally conflicting endings I've ever seen in a kid's movie. On one hand Latios died and left latias by herself, on the other hand, she got to hang out with him and their dad's spirits. But then it's also sad because she's basically stuck living in the past with her relatives' spirits and can't move on. And we never found out about their mom either.
It was really sad seeing the Ash turning into stone part. It was upsetting when Lugia fell in the ocean but it regained consciousness. It is sad when Latios, Lucario and Sir Aaron give up their lives for something. As Drohn said, it is upsetting when Pokemon characters disappear and don't end up comming back.
I agree. Although it was very sad, I think Latios' death and the resulting saddening scenes were a smart move by Yuyama (director of many of the Pokemon movies). Oftentimes I'll hear people complain that the anime has no realism whatsoever, and although Yuyama has shown us that he enjoys characters, Pokemon or otherwise, magically overcoming hopeless tragedy a few too many times, he has broken that trend on occasion. This is what makes the sad moments with Lati@s, Entei, and Sir Aaron/Lucario, for example, much more noteworthy. Not only for kids movies, but just for Pokemon anime in general. We may not get loads of realism, but when it does come around like that, it's a nice breath of fresh air.
Anyway, we haven't really seen that element for a while, unfortunately. In a sense it sucks when there are sad endings, but at the same time the movies would be rather bland without them.
When Latios goes straight toward the wave at the end of heroes and dies. And when Lucario is frozen forever at the end of mystery of mew. I didn't particularly like the first movie and I don't like Ash at all so I didn't really care when he died, I figured they'd bring him back somehow. Darkrai's death also made me come close to tears because of the persecution he went through, he reminded me of batman in a way.