I've been to Egypt a couple of times, and did a trip to the Valley of the Kings. One of the tombs (I forget which) was for a child of a pharoah that had died. The pictures on the wall were of his father the pharoah going round introducing his child to the gods he would meet in the afterlife. I found that pretty moving.

Also, depending on your definition of Ancient, Seneca wrote some essays he felt on the pain of losing his daughter.