Mourn, but focus on the memories.
Sergeant Scott had a huge influence on Rossi. Scott, who led Rossi's platoon in Vietnam, reappeared during a case in Los Angeles. Rossi helped the homeless alcoholic get clean, find a home, and foster a relationship with his previously-estranged son.
When Scott lost a battle to lung cancer, Rossi organized a military funeral with full honors. Before leaving the gravesite, Rossi placed a photo of their old platoon and a Purple Heart atop Scott’s casket—celebrating Scott’s life amidst the pain of his loss.
"Anonymous" (Episode 12, Season 10 of Criminal Minds)