Arthur's death got me crying but strangely I was kind of happy for him, he saved John, helped some of the people from the gang survive(You can encounter some of the gang members as john in the epilogue), and also got to see the sun rise before his death.
John's death made me feel sad, he worked for the Pinkertons just to save his family and in the end they still killed him.
Micah's death made me happy, but it's also the main reason Pinkertons found John, Micah was always a problem even when he was dead.
Hosea's death also made me sad, That was when Dutch also changed.
Dutch's death? He had it coming.
The Driscoll's death was funni.
Where is Lenny though??? :(