I'd have to agree with the OP that Keyes's death in Halo Anniversary, with the Terminal context and whatnot, was possibly the most poignant death. Though seeing Spark's slow descent into madness after the firing of the rings was also kinda striking. He's always this annoying little fairy prancing around and generally making things bad for the player, and then you realize that you're the first human interaction he's had in millenia upon millenia. Kinda depressing in retrospect.