Infinity War takes the cake with the most - and I'm not talking about the end where many of them turn to dust which alone was really sad and actually traumatized a lot of the audience ..
But we also have the following:
We got Loki's Death
We got Gamora's Death
We Got Vision's both Death (with the 1st slow and agonizing and the 2nd with the shock he is gonna die again)
If were talking about moment - Tony getting stab ( I thought at the moment they were gonna end Tony there)