The Sandman number 73 from 1995. Written by Neil Gaiman, with art by Michael Zulli and colours by Daniel Vozzo.
This issue was part of the last story arc called the Wake. Gadling and his girlfriend visit an American Renaissance fair where she is one of the costumed participants. There is a fair bit of humour about Gadling's comments about the real middle ages and renaissance that he actually lived through. Then his girlfriend goes off to do her dressing up part while he gets drunk and falls asleep in a barn. He is then visited by Death, who in the comic is portrayed as a pretty, young woman who dresses as a goth. She confirms what Gadling had already suspected, that Dream has died.
And that's pretty much it, but the whole thing has a lovely, elegiac feel to it. It's a book about someone mourning the death of a close friend. It looks beautiful, it feels terribly sad and yet is also raises a smile in the same way that thinking about an old friend can. The whole series is really worth reading but this last story arc may be the most powerful of them all.