1. Hughes. Bawled like a baby. Poor Alicia.
2. Edward. Bawled like a baby becuase I <3 him, but I also knew that he would come back.
3. Nina. That poor, poor little girl. Didn't cry, but was very, very sad.
4. Izuma in CoS.
I feel like it hurt worse in the original series when Hughes died than it did in Brotherhood. He was developed a lot more in the original. I feel the same about Nina's. But every time I've seen Hughe's funeral and his lil girl crying asking why they're burying her daddy? = sheer pain. I know I cried. T-T
When Envy dies in brotherhood (and I love to hate Envy), it was just sad the way he just gave up.
Nina's death was the saddest for me... it was actually the first episode I saw for the original anime, and thought I'd never watch the show again, thinking it was too depressing... Luckily I came across Brotherhood a few years later and everything was made right again (though I feared coming across that episode again since I didn't know until a few days later that there were actually two different series.)
Envy and Hues are tied for second saddest for me... as odd as that one works out...