Pretty much any book with dogs. "Old Yeller" & "Where the Red Fern Grows" were especially traumatic I agree, but even James Herriott's All Creatures series got me. I read one just this summer "A Dog's Purpose" that had me crying to the point of wanting to puke.
So yeah, the dogs have it. It's a given, I wasn't even surprised when Sirius dies in Harry Potter, because he was a dog after all, they always f-----g die.