The last episode. It's sad enough seeing Kumi and Yuri (along with their teacher) being mind-raped into thinking that they're all alone in the world. None of them can see or hear the others, and Kumi actually breaks down and begins to scream and cry for her mother and father, sobbing "Don't leave! Please, don't leave me!" over and over again. Then at the end of the episode, as the ending theme song plays (which is already sad in itself) we see Yuri go sit at their usual meeting place, Kasumi suddenly running, all intermingled with images of bookshelves flying by faster and faster.. and then we see that Kumi has killed herself by skating at top speed into a book-case, which has actually bent in on itself from the force. Kasumi and Kumi's Borg discover the body, we're treated to a close-up on Kumi's blood-stained, tear-streaked face, and then Yuri awakes from her nap. Having apparently witnessed what has happened in a dream, the camera zooms in steadily on her face as tears spill over from her eyes instantly, and she lets out a heartbroken scream. This troper never fails to get misty-eyed, or shivers down her spine.
Actually, Kumi didn't try to kill herself, she was ambushed by an alien. She gets better though. You'll have to read the manga to find out.
Kumi calling her mother after the Yellowknife incident, and subsequently breaking down into tears.