Death.

The first time, it's a shock.Sad, frightening, terrifying.You can't believe it actually happened.This is something that happens to other people, people in books, not you.

The second time, is like the first, except you know, deep down, with a heavy certainty, that they are dead.No more among us.

The third time, it isn't shocking any more.The fright, terrifyingness, and shock, are replaced with depression.If there are any more times, it just makes you sadder, more depressed.