When Mittens finally lets her past slip. "No, Bolt. See, that's what they do. They act like they love you. They act like they'll be there forever. And then one day they pack up all their stuff and move away and take their love with them, and leave their declawed cat behind to fend for herself!" (shocked silence) "They leave her, wondering, what she did wrong." Anyone that has worked in an animal shelter should start bawling about now.
Bolt, trapped in a burning building and seeing no way out, curling up beside Penny, intending to die with his person. Oh, man, and the fade to black. Intellectually, you know they're not going to let the kid and the dog die, but still...
The worst part is that there is a way out; Bolt is small enough to fit through the vent. Penny isn't. And there's no way Bolt is going to leave her behind.
"You're my good boy. I love you."
How about the face of Bolt himself, when he finds out that Penny is a goner?
Having finally accepted the world as he knew it was a lie, Bolt continues holding on to the one true thing he has left - the love of his person - only for the first thing he sees after reaching the studio to be Penny in rehearsal, hugging the studio's replacement Bolt.
When Penny tries to persuade Bolt to play with the squeaky toy, it's just how the way Bolt's been treated for his whole life has stopped him acting like a real dog.
Oh, God, the bit where Penny's mom is searching through the crowd outside of the burning set.
The whole 2nd half of the movie is one tearjerker after another with a few non-depressing scenes thrown in. The part where Penny meets the 'replacement Bolt' ... The viewer knows it's not really him, but seeing her face when she realizes it's some other dog is heartbreaking. And it just gets sadder from there. It turns to Tears of Joy when we get to the ambulance scene and Penny sees the nearly-unconscious Bolt wagging his tail. Have tissues when you watch it.
The part where Bolt comes running in to see Penny again, hears her calling out to him, calling him her good boy...and it's the replacement. And they are playing with that carrot toy.
Really, any scene in which Bolt whimpers or shows sadness is heartbreaking, especially for people who have beloved pets of their own.