Angel Beats. Fucking Angel Beats.
Anyone caught up in Nier. That game will make you feel bad for the enemies, the human-non-humans, the witches, and the talking books. Even the main character has his moments. I mean, what other game makes you feel bad for attacking the things you thought you were suppose to attack only to realize other people have their problems too? It's not a war between good and evil; it's a war that depicts fighting for the right to live and exist in a world where your existence is a lie... and doomed to end no matter what.
Dobby from Harry Potter v.v And Severus Snape who had to do the unthinkable, remained loyal despite having his friends turn on him, oh and watched his friend die to keep up the charade, was bullied as a kid and then friendzoned, loved Lilly and Harry despite it all, and died because of a stupid misunderstanding. Pretty much anyone who came into contact with Harry is also worthy of the feels trip, man, but listing an entire cast of characters seems tiring.
Attack on Titan. I haven't even watched this anime and my heart is hurting for this universe. I just-- I can't bring myself to do it.
Ender and the rest of his team from Ender's Game! My favorite movie ever to exist! And the Formics. Once the tables are turned you realize humans are just terrible. I want to read this series so bad but I just don't have to the time focus like I used to.
There's many others but I can't remember them all v.v
EDIT: Death Note and Code Geass. 'nough said. And Space Captain Harlock. Honestly, I'm not entirely sure who to feel for in this movie. Harlock has seen some shit, the protagonist is caught up in shit, and the Earth is just... an utter waste land.
EDIT EDIT: Fran Bow. No one is entirely sure why the things that happen, happened, but it's still a trip.