Making the death of background characters sad
The problem with killing off a background character is that their very modus operandi eliminates the most effective advice, because they don't have a long "screentime", and we don't know too much about them.
So, then how could one make the readers care about a background character's death, who they barely know?
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One thing I see to make this come across as sad is to make it devastating to one of the more main characters. "He was my best friends, ex-wife's, brother in law from her third marriage..." isn't a very convincing connection, however "he was my best friend's brother, so we spent almost all our time together growing up as kids" can bring it home a little closer. Have a character concisely explain the connection and how it's affecting them. This sometimes can work with a non-main character being affected, too.
Another way is to kill them off in a dramatic way, that brings distaste or surprise to the reader. "I had just met John, who seemed like a nice guy, but as he waved to me while crossing the road, a bus just runs him over as if he had never existed."
Sometimes an anti-climatic way works, which sometimes needs a main character argument afterwards. "After hours of questioning, Lt. Smith just pulled the trigger, even though the prisoner hadn't done anything wrong, so I had to say something..."
I'm sure there are other options out there that aren't so formulaic, so it'll be interesting to hear other answers.
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We, as the audience, get sad when something feels incomplete. When any central character dies, the story or the world feels incomplete because we got used to them and/or because they are important to whatever is going on.
As for making a background character's death sad, focus on what is left behind after they are gone. Those things will likely be incomplete. Drawing the audience's attention to them will highlight the dead character's absence and leave a taste of that "damn, he/she will never come back to fix this".
Here are some examples I've come up with to illustrate this:
The heroes enter a saloon. The bartender is an old friend and is, as always, cleaning the drinking glasses. Bad guys enter, shooting ensues and the bartender is killed. Weeks later the heroes come back to the saloon, now owned by someone else. One of them orders a drink and it comes in a dirty glass.
One of the background characters is always talking about how much she wants to meet her family once more and reconcile with them. When the day comes she is very excited, puts on nice clothes and buy gifts. While driving to meet them, she gets into a car accident and is killed.
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There are two methods by which you can make the death of a relatively obsolete background character sad and meaningful. There is one thing you have to watch out for though:
Cannon Fodder
This might just be me, but I never like cannon fodder - that is, a character who is created purely to die. They are usually indicative of an author taking shortcuts. For example, a writer might kill off some cannon fodder to show 'just how real' the threat is. That's a shortcut and sloppy style.
That being said, there are obviously times when you need to kill off a background character. When those times arise, they will always feel like canon fodder, unless you have taken steps to avoid it. And those steps are simple: introduce them long before they die. The further back you introduce them, the more they feel like part of the story, regardless of how much screen-time they have.
Comparatively, if you introduce them and then kill them in the next chapter, it comes across as you just creating someone to kill - cannon fodder.
Sympathetic Character
With that out of the way, we can move on to the first of the two methods: making the character sympathetic. The underlying principle here is that you need to create a character the reader inherently doesn't want harmed, much less killed.
There are of course a host of ways to do that, but the best tend to focus on the character's traits - what make her who she is. As a background character, you don't need to put too much thought into this; as long as the traits make her enjoyable versus mean or annoying, you're on the right track. Kindness, optimism, loyalty, even things like having a sense of humor will work.
Since the character doesn't have much screen-time, that's all we know about her, and with no other information she becomes that trait. Thus when you kill her off, it's like killing the trait itself.
Injustice
If you really want to get your reader (and your characters) in the gut, go for an injustice. An injustice is a concept I've recently discovered and been experimenting with, but it comes down to a simple formula: an innocent is caused intentional harm.
I use injustices as drives - that is, what motivates the character to complete the goal - because they have the potential to be really powerful. But you can easily use them to lend a death a lot of emotion.
The first thing is to make sure the character dying is an innocent. That is, someone who is - or at least is assumed to be - innocent in the matter at hand. Think of the 'innocent bystander'. That's the kind of person you are going for. Children tend to be seen as more innocent than adults, and the defenseless as more innocent than the capable. I'm not saying whether they are or not - it's just human nature to see them that way.
The next step is to make the death intentional from an outside force. Someone killed the innocent, either directly, or indirectly (ie, forcing them to suicide still works).
Look for the motives. History is full of injustices. Just do a search for 'worst moments in history' and you'll find plenty of examples, among them things like the Holocaust. The motive is important. The death can't be accidental, even if the harm wasn't aimed personally at the innocent (again, think of the innocent bystander). Think of the most corrupt self-serving motive which works for your story, and make that the reason the innocent died.
Injustices generate a lot of emotion because they can be boiled down to something inherently wrong. As long as that inherently wrong thing is largely accepted by the world as wrong, the reader will want to fix it. Anyone would. The reader therefore doesn't want the background character to die, and feels sad at the death.
So for example, think of the Holocaust. Innocent Jews held in concentration camps, where they are starved, overworked, and eventually murdered. That boils down to a lot of things that are considered wrong by basically everyone: The taking away of freedom, unprovoked cruelty to someone who can't fight back, wrongful accusations due to religion... there are a lot more, but those are just some examples. The majority of people would agree that these are things which cannot be tolerated.
NOTE: The nature of an injustice goes beyond sadness. The reader (and the characters) will want to fix the cause of the injustice. This is natural, so make sure it works for your story. An injustice can easily 'out-emotion' any drive you have, unless they are the same thing.
Hopefully this helps you. Pick the method which best suits your needs. Let me know if you need more information.
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+1 Thomas. Another trait that works in film: Make the BG character a young and attractive adult female. It exploits an unfortunate trait of human psychology, we subconsciously value young and attractive adult females much more highly than others.
That said, young children are even more highly valued.
Another thing, related to what Thomas has, is giving them a few "hopeful" lines. Give them an aspirational future before you take it all away! This can be done pretty quickly with a few paragraphs of dialogue. For example, the young college kid working his way through pre-med as an Uber driver, tells his fare he just got his full scholarship to the state medical school and still can't believe it! Drives his fare to his destination, his fare kidnaps him for use in a live sacrifice Satanic ritual.
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