You phrase this in an interesting way, because there's that obvious surface level of "anime's saddest deaths" that's like a con panel that writes itself (hey, look everyone, episode 25 of FMA 2003!). But opening things up to figurative deaths, and focusing on leaving an impression rather than just being sad… now that's interesting.
[many spoilers follow]
For example, the fact that Menma drowned in "Anohana" is not, in and of itself, that sad. What that show gets you turned up inside about is how much her friends have suffered and drifted apart after her death.
To me, the most impactful events aren't even literal deaths, but often have that sense of relief that comes at the end from a feeling that all the effort, all the suffering has not been in vain. That it all meant something. Consider for example the end of the Illusionary World in "Clannad After Story", or the last five minutes of "Angel Beats!" Both of these are pretty much straight-up rebirths (fair to say they're Buddhist in nature? I don't know well enough to say), but they have that sense of finality and relief that there was a meaning to all this. Those are two of the most emotionally devastating scenes I've ever seen in anime.
And going back to Anohana, the scene I remember from that series is when the surviving Super Peace Busters can all see Menma again, just long enough to tell her that they loved her, before she disappears for good, vowing to be reborn into this world (ooh, the rebirth angle again…I didn't even plan that)
But compare negatively to "Air", where Misuzu's death kind of left me cold, like it was just the inevitable consequence of fate (and the 1,000 year old curse) playing out. What mattered was Haruko moving on, and also this idea (that I don't think came out strongly in the anime but was apparently more clear in the VN) that Misuzu's dying happily means that the curse would finally end with the next girl to get it. I don't know, that didn't quite register with me.
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