In particular, from childhood?
Bambi losing his mum is an obvious one.
"Mother!" running around looking for her. Absolutely gut-wrenching. I haven't seen it since I was 4, and I used to be able to fight the tears back then. Not so sure if I could do it now.
But the worst has to be Aslan handing himself over to the witch in Lion, The Witch & The Wardrobe (spoiler ahead). It's surprising how powerfully upsetting a children's book could be. It just seems to get worse and worse for him. When they cut his mane. And then she stabs him and his eye's still open and his tongue's sticking out. And the little mice are trying to free him.
Any more? I'm practically a weeping wreck just at the thought of the two examples given. :'(