Hard to beat this one from Mary Karr's Lit --
“He tells me the story of a writer who – on finding his own first book remaindered in a used bookstore – opened to the flyleaf only to discover his own signature above the note To Mum and Dad...”
OK so this is sadder, about a first edition of The Jungle Book Kipling inscribed to his daughter who died aged six.
I recently checked out from the Mechanics' Institute Library a copy of The New Improved Sun: an Anthology of Utopian SF, edited by Thomas M. Disch. It's inscribed For ______, who does want it signed. With love, Tom Disch. Anything to do with Disch gets me down nowadays.
From Sam Savage's Firmin, a book that offers a rat's eye view of the used book trade -- “I hated most of all reading the inscriptions over his shoulder: 'For my darling Peter on fiftieth wedding anniversary' (in The Rubáiyát of Omar Khayyám), 'This book was given me by dear dead Violet Swain when we were both seventeen” (in The Catcher in the Rye), “To Mary, may it bring her solace” (in John Donne's Sermons), “Just to remind you of our fortnight of Italian heaven” (in Ruskin's The Stones of Venice), “Madness is only misunderstood genius – pray for me” (in Blake's Songs of Innocence and of Experience), “I live, I die; I have lived, I am dead; I shall die, I will live” (in Kierkegaard's Fear and Trembling). Dozens of these in every carload. It was obscene. They should have buried the books with their owners, like the Egyptians, just so people couldn't paw over them afterward – give them something to read on the long ride through eternity.”
blahblahblah has posted links to some inscription collection projects here.