Dobby
Quote 1
The elf's eyes found him, and his lips trembled with the effort to form words.
"Harry… Potter…"
And then with a little shudder the elf became quite still, and his eyes were nothing more than great glassy orbs, sprinkled with light from the stars they could not see. (23.131-133)
Dobby's love for Harry is the stuff of legend – the brave little elf is willing to die for his hero, and it's heartbreaking to see his loyalty, right up to the end.