That's an interesting question, and a really hard one to answer to. I really love TV series and every time I watch one I always dive deep into it and try to empathise with the characters. I've seen so many movies and series during my life (and I think I'll continue to do so), that it's definitely hard to try to set one single death as the most agonizing of all. But, in order to answer the question properly, one of the first deaths I recalled when I first read the question was that of Severus Snape from Harry Potter. He has been loving Harry's mother even after her death, until the very moment of his own death, and spent his whole school life being bullied by Harry's father. Nonetheless, he became one of Dumbledore's most loyal allies and did all he could to protect Harry. He even felt angry with Dumbledore when he realized that Harry was going to die in order to kill Voldemort once and for all. Eventually, he killed Dumbledore and then sacrificed himself just to hoax Voldemort into thinking he then controlled the Elder Wand and to save Draco Malfoy's life. I mean, Severus Snape is one of the saddest heroes I've ever seen in a fictional saga. His overall story and deeds make him one of my favourite characters, and make his death hurt every time I rewatch the movies.