Luckily, you used the plural in your topic's title!
I don't know if "sad" is always the right word, since some of them are actually beautiful scenes, but I'd say at the very least those are very touching moments (not in order of preference, but in order of appearance):
1. Krilin's first death: it is the first time things get truly that dark in the story, with Goku seeing red to the point of carelessly rushing to the enemy for instant revenge, completely rage-blinded, not even listening to his master yelling at him (something we're not used to see either and that helps the dark ambiance a lot). It also helps that this dark veil falls on what was supposed to be an event's happy ending. Finally, the fact that you don't see it "on screen" and just have that horrible scream, followed by Krilin's dead body with empty eyes staring at nothing, without seeing the actual murder, makes it all the more sudden, shocking, almost like a surreal powerful nightmare grasping you when you were in what appeared to be a safe zone, a peaceful situation, a haven.
2. Goku's sacrifice against Cell: this is the culmination of who he is and who he has always been. The hero that saves the day, even at the price of his life, and all of it with a smile. Careless until the end, he only grants his friends with a "bye bye" as if it was a casual situation, and doesn't even make a single "I told you so" remark at Gohan like many people would be tempted to do in this kind of situation. All that he has for Gohan is the fact that he's proud of what he's seen today, of the way Gohan grew up. Even when saying his last words, "Goodbye, Gohan", he has that conforting smile on his face, conveying that everything will be alright even without him, and there's nothing more to say as a final message to his son.
3. Vegeta's sacrifice: this is the culmination of who he has become. Sure, you might consider that his actual culmination is later on when he admits Goku is N°1, but to me, this is the turning point of his life, the moment of his life where he can now have the "hero" label carved on him. This is a man that grew to develop such an affection for his friends and family, that even being controlled by Babidi to be connected to his past brutal self again, he bypasses that. At the moment a magic spell supposed to make the old ruthless Vegeta take over and supposed to be unbreakable, at the moment the old Vegeta has all the assets with him, the new heroic Vegeta effortlessly takes the upper hand, becoming himself again, and performing the action that would have been the complete opposite, a perfectly impossible deed, for the savage Vegeta. When more than ever under the control of his bad side, Vegeta breaks the chains of his past evil in a beautiful, selfless explosion. It all ends up with this beautiful image of a statue, a being having used every bit of life that was left in him, a being that somehow destroyed his own self (both physically and metaphorically) in the hope of saving his loved ones, and his image which could stay that way forever as a commemoration of the hero he finally became ends up breaking on the ground, all of the bits being carried by the wind, and all traces of his existence being wiped away, as his objective was never to be remembered and praised as a selfless hero. Yet his very last words were headed to his wife, his son and even the one he used to consider as his worst enemy, Kakarotto.
4. The sniped old couple: yes, they're no main characters and that scene could be just one of those scenes you forget. It is not only heartbreaking, it is utterly disgusting. Those guys are no humans, they're the actual monsters when Majin Boo was supposed to be a monster and turns out to be more human than ever thanks to Mister Satan. Monsters are not always where you first thought they were. This poor couple tears my heart apart everytime I watch them innocently suffering this poor fate, with that defenseless old woman being shot, and that old man being completely panicked by the unexplainable thing that suddenly happens to his beloved lifetime partner, not understanding anything, just rushing to her to take care of her, and not even having time to understand or check on her before his life abruptly and unfaily ends as well. Those monsters that killed them deserved their fate at the hands of the darker Boo, I'm telling you! As a consolation, our final thoughts can be that at least, those poor old people will go together in the Other World, not having been separated for more than a handful of seconds... And I guess one might argue that this is all relative when every single Earthlings, including little boys, little girls and babies, will be pierced through the chest by Majin Boo's fireworks in the next hour. But perhaps that the horror we feel about that specific scene comes from the fact that those were human-shaped monsters, in a scene that feels horribly realistic and is a callback to sadistic monsters that do exist in our world outside of the
Dragon Ball universe, unlike "regular"
Dragon Ball beings.
).
🕊
it's one of the few things i liked about GT.