When Lord Arceus tasks the Circle of Guardians with delivering the Mane Six to his partner Princess Celestia all the way in Canterlot, the guardians accept, knowing that they have to sacrifice their own lives if they are to succeed in this impossible mission. On the way, they are ambushed by Queen Kyurem and her Dark Seeker Army. They are mortally wounded in the progress of fighting them, and decide to leave one last parting gift... Read about their sacrifice. I'm sure this story will warm your heart. It is based on this ultra sad picture that I saw online.
By the way, the guardians are the ones from my story, Rise of the Guardians.