One of the first in the movie is when Belle is crying because she'll be free to leave the castle or see her father again.
Belle(weeping): I never got to say goodbye.
The look on Beast's face shows he truly feels remorseful for the pain she's feeling, and this is still when he was particularly savage and cruel. He then offers her a room instead of the dungeon, and gives the same expression when he notices a tear going down her cheek.
This bit after "Gaston"? Maurice is trying to persuade the others that Belle, who happens to be the most beautiful girl in town if nothing else to them, is in grave danger (well, as far as he knows):
Maurice: Will no one help me?!
The people who animated the Beast are sick bastards. You can feel his heart break when he tells Belle to leave. Following her exit:
Beast: ...I let her go. Cogsworth: (chuckles) Yes, yes. Splen- YOU WHAT!? How could you do that?! Beast: I had to. Cogsworth: Yes, but... why? Beast: Because... I love her.
And then when he's on the balcony and roars while watching Belle ride away from the castle. The musical version makes this scene even more tearjerking: after Cogsworth, Mrs. Potts, and Lumiere walk away, the Beast sings a reprise of 'If I Can't Love Her.' One version of the song:
So I finally know That I shall always be In this hopeless state And condemned to wait Wait for death to set me free
To make matters worse, the despairing Beast is what the villagers are shown when Belle uses the mirror to prove he's real (as the mirror shows exactly what's happening at the moment its magic is invoked). All they see is a ranting monster (he is, in fact, weeping), and despite her best efforts, Gaston plays on their fear to convince them to kill him.
The actual scene where the Beast releases her is completely heartbreaking because it meant two very different things to the characters. Belle has no idea just how badly the Beast is hurting.
Belle: Papa! Oh, no, he's sick, he may be dying! And he's all alone!
Beast: I release you. You are no longer my prisoner.
Belle: You mean...I'm free?
Belle: Oh, thank you! Hold on, Papa, I'm on my way. (she turns to leave only to turn back and hand him the Magic Mirror)
Beast: Take it with you, so you'll always have a way to look back, and remember me.
Belle: Thank you for understanding how much he needs me.
Later, Gaston readies an arrow to fire at the Beast. The Beast looks at him, but just turns away, too dejected to care about his own safety. Even when the arrow strikes him, he's too depressed to fight back. This is the true meaning of Despair Event Horizon.
After being stabbed in the back by Gaston, the Beast is lying in Belle's arms (the first person to make him feel anything other than self-hatred and loathing in years), bleeding, obviously dying, struggling to breathe, let alone talk.
Beast: You came back... Belle: Of course I came back. I couldn't let them... oh, this is all my fault! If only I'd gotten here sooner... Beast: Maybe... it's better... it's better this way... Belle: Don't talk like that. You'll be all right. We're together now; everything's going to be fine. You'll see. Beast: (he reaches up and touches her cheek) At least... I got to see you... one last time... (his eyes close)
And the tears keep coming when we see Belle's response... *sob*
Belle: No... no! No, please... Please don't leave me...(she sobs softly, laying her face against his chest) ...I love you...
It's a testament to the skill of Paige O'Hara and Robby Benson that the dialogue reduced the filmmakers themselves to tears in that scene while they were recording it.
When the Beast lets Belle go to find her father, it's painfully clear he doesn't expect her to come back, doesn't think she would ever want to come back. So, just his expression later, even though he's dying, when he says, "You came back..." *bawl*
After Belle leaves, Mrs. Potts tries to warn the Beast of Gaston and his mob's approach.
Mrs. Potts: But Sir... The castle is under attack!
Beast: It doesn't matter now. Just let them come.
After that, the In Memoriam to Howard Ashman, the lyricist for the film who worked with Alan Menken for several other films of the Disney Renaissance, and who died before it was released. "To our friend Howard, who gave a mermaid her voice and a beast his soul, we will be forever grateful."
A very small and brief one occurs with Lefou of all characters. After Gaston throws him in the snow and tells him "Don't move from that spot until Belle and her father get home!", you can feel the pain in the little guy's voice as he says "But...but..." and watches his buddy leave. It's only lasts a second, but Lefou looked like a kickedpuppy for that brief amount of time.
The Beast's songs in the musical are Tearjerkers, especially "If I Can't Love Her." It's not bad enough that in the movie, you feel his heartbreak and despair—in the musical, he sings about them. It really makes the Beast sympathetic.
After "Something There" in the musical, this dialogue occurs:
Mrs. Potts.: Yes, Chip?
Chip: Will I ever get to be...a boy again?
Mrs. Potts: ...I hope so.
Chip: When will I know?
Mrs. Potts: ...Soon. If it's to be...it will be very soon now.
As mentioned on a few other pages, the musical, rather than simply having the servants be turned into walking, talking household knickknacks, instead sees them slowly and irreversibly transforming into inanimate objects (which will either kill them or leave them as humans stuck in unmoving, unfeeling forms forever). Here, then, Mrs. Potts is forced to admit to her only son that Belle may not break the curse in time. She's essentially a mother telling her child that he, herself, and all of his friends are going to die, and they're completely powerless to stop it, as they can't force the Beast to genuinely love someone. It's a quiet moment, but it stings.