Jack suggests detaching the head of the still-alive suicide bomber which, if you know Jack, could be seen as an attempt to put the poor man out of his misery.
After the events of Categories of Life and The Middle Men, Esther can't do anything but call herself out on her dreams of being an agent like Rex. All Rex can think to do is kiss her forehead, comfort her, and tell her to put herself together, though his tone of voice suggests that he said it as a good motivator than anything else.
In "End of the Road", Gwen is on the phone to Rhys and her mother. Her mother brings up how they were held hostage and it sounds like she's blaming Gwen for it — and then she tells her to use that as motivation to "find the bastards" responsible for everything that's happened.
In "The Gathering" Rex figures out where Esther and Jack are hiding by Gwen being present among them. Normally, their lack of professionalism would have earned them his lectures. Instead, he mentions how bad they are at going undercover... followed by him, Jack, Esther, and Gwen all giggling to themselves, realizing that it's become a huge in-joke by now.
In the scare-filled Immortal Sins, there's an adorable moment when Angelo starts freaking out about "explosions". Jack has to explain to him that it's the fourth of July. Adorableness ensues.
When death finally comes back. We get a quick cut to the Overflow Camp in Wales, where Rhys is reassuringly squeezing the hand of his father-in-law and, even moreso, when we see Andy silently mourning the death of a girl he didn't even know, because there was nobody else there to mourn and he felt someone ought to.
I found the moment when Jack is talking to his ex-lover while the latter is in a coma about his life, specifically the point where he talks about Ianto and that he "would have liked him." I tried not to cry, as I was watching with my parents.
The fact that Ianto's dying words were about how he expected that one day Jack would forget about him adds to it, pushing it towards Tearjerker territory - it's clear that he intends to remember.
I don't know how, in two years, the moment between Jack and Gwen near the end of "Immortal Sins" didn't find its way on here. Gwen asks Jack what the most beautiful thing that Jack had ever seen was, and he tells her that it was a creature called a firebird, which was extremely small, made of bright, colorful fire, and lived for only a minute but sung the entire time. Doubles as a Tear Jerker, especially when you realize that, since Jack was mortal at the time and believed that he was going to be sent to his death, he probably felt that his finite life seemed just as fleeting as the firebird's.