If you were to ask me what scene in LotR was most likely to make me personally sad, I would have said the moment of Frodo's departure from the Grey Havens. There is such a hard necessity in that scene. He has been hurt so badly, and there is nothing he or his friends can do to allow him to stay within the Shire, although the Shire was the whole reason he undertook the quest.
But this question is a little different. We're talking about the "most tragic" part of the
books as a whole, which I assume includes the whole of Tolkien's subcreation. To me these words sum up the tragedy of Tolkien's world.
Quote:
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Men may sail now West, if they will, as far as they may, and come no nearer to Valinor or the Blessed Realm, but return only into the east and so back again; for the world is round and finite, and a circle inescapable---save by death. Only the "immortals", the lingering Elves, may still if they will, wearying of the circle of the world, take ship and find the 'straight way', and come to the ancient or True West, and be at peace.
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And it is not just the men of Arda who are pulled into this tragedy. It's us as well. There's that sense of standing on the shore with Sam and watching Frodo's boat disappear over the horison but there is nothing you can do to bridge that gap. Something is gone from the world when you come to the end of LotR. Long before, men had lost the chance to sail to the Blessed Lands and now even the Elves depart from the shores of Middle-earth.
Man's doom is not easy. There's so much we don't know and can only guess at. Even Tolkien with all his faith expresses that in his personal letters. Some readers express that loss in their own lives in terms of religion, while others speak of the withdrawal of faerie. But whatever that sadness signifies for each of us, there is an implacable sense that something is missing. At the end of the book I am not only grieving for Frodo's loss, but also for my own.
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Nogrod -- I think you and I are saying the same thing in different ways.....