There's another thread around here from a few months back that has a huge amount of recs of this kind. I don't recall what the thread was named but if you look through the Fic Recs section of the forum I'll be you can find it. Not that this thread is not okay too, but just as an informative aside as it were.

Edited to add: I can't find that thread. Hmmmm... I clearly remember it because I answered it.
For the record, though, the last story in Herself's Bittersweet series,
Where They Have to Take You In, was the most heartbreaking story I have ever read in BtVS fanfiction. I had to stop reading for awhile because I kept getting so upset. But it was totally worth it and it has a good ending. The entire series is wonderful and full of tear-jerky moments, but the stories
Forsake Me Not and
A Nice Place to Visit are also quite sad as well.
http://www.echonyc.com/~stax/Buffy/herself/index.htm