Yang Wenli
Yang Wenli is probably my favorite character in Legend of the Galactic Heroes and while other anime character deaths may have made me sad, Yang Wenli's death is one of the few deaths in the entirety of fiction that I've watched/read that left me empty and broken. Yang Wenli as a character was so well written, it was almost as if he was a real person and so when he died, it felt as if I've just lost someone close to me, like I've lost a friend...that's not something I can say about many fictional characters.