There was many sad moments for me:

When I first thought that Hagrid died in the beginning.

When they said that Mad-Eye was killed. He seemed liked an indestructible person.

When Hermoine explained how she protected her parents.

When her and Harry left the spot from where Ron left them and they reappeared at another spot and she dropped Harry hand and started to cry on a boulder.

When Harry was crying about Dobby. I started to cry.

When Fred died. I cried again. When I reread the book again all of Fred's line I was sad.

When Harry realized the Remus and Tonks was also died. I was said because they had just started their family and that mad me sad.

Snape memories were especially sad because of a love lost.

Just writing about all of it again brings tears to my eyes.