Yes, when HP lost Padfoot, and the headmaster. I was really ticked off at Jo when he lost Sirius..my God, how much is she going to put this poor kid through?! It only got worse with HBP..my husband thought I was having a nervous breakdown the first time I read HBP because I cried so hard when Dumbledore died.
I still do almost every time I read the books..my daughter and husband have learned to be prepared when I do..