In Endgame, whenever Chief and the Arbiter have to confront the fact that they are falling apart.
Greg leaving in "Cheaters" (S5E12), though he comes back in Season 6.
But in Season 7 he leaves permanently.
Some viewers have remarked how utterly sad they feel for Adam's mother.
Arbiter's goodbye to Claire in Season 6, driving him into another brief depression even to the point of crying.
Arbiter dealing with Claire's return in Season 7 by chewing her out and then ending it with a simple 'Go fuck yourself.'
As much of an ass as Eugene proved himself to be, the revelation that his sister is perhaps dying of leukemia is pretty sad.
Made even worse with her actually dying, which just makes Eugene go off the deep end.
Arbiter's speech about Eugene after his suicide in "Game Over", where it's shown that he doesn't even hate Eugene, just pities what happened to him. Truth is that in the end, Eugene was just a sad, angry man who tried to hurt everyone so they couldn't hurt him.
"Eugene was an abused animal. The world bit him hard, and he bit back. It pushed him to the absolute edge."
The first half of "Game Over".
Despite spending much of her time in the series bitching at Chief's antics, she is the one who tells Chief that he and Arbiter did a good thing by stopping Eugene, Tyler and Colin, and that it's not their fault that Eugene decided to kill himself. Hated as she was, many were moved by such an act of kindness.
An utterly broken Chief listing off all the terrible things he's done to all of his friends.
Cortana: You really feel terrible about this, don't you?
Chief: no fucking shit. i killed u. greg left cuz of me. i blamed both of the 2 of u leaving on arbitur. eugene was the only guy i met online whos evar liked me and he just put a bullets thru his fucking head.
Chief realizes that he loves Cortana...only for her to disappear before he can tell her, finally at peace.
The entirety of the final episode.
Especially this last bit:
Chief: if both of the 2 of us are gonna want 2 the after life, u gots 2 hung around the front entrance so i can found u. k? well went in together. fuck shit up.
Arbiter: Sure, pal.
Jon revealed in the post linking the final episode that the Arby and Chief action figures that he used to film the series are falling apart, despite his best efforts to keep them together with tape and glue.