Some horrible stories here.
The worst I saw was a G1 winner, a gelding called Cent Home. He broke a leg with a furlong to go, but wanted to catch up with the rest of the field with his leg flapping horribly. One of my favourite horses won the race but I didn't care, was too busy trying to keep myself from crying as the rider tried desperately to pull him up.
One of the images of that day that lives on in my mind is the jockey crouching on the ground where he dismounted with his face in his hands.
The worst thing was that the owner said the day before the race that it would be his last race before he had a nice well-deserved retirement.