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Tear Jerker: Breaking Bad
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"Grey Matter." Any interaction between Walt and Skyler, Elliot, Elliot's wife... ESPECIALLY Elliot's wife. Oh God.
The kid in "Peekaboo". He still maintains his blissful ignorance despite having two deadbeat parents that barely clothe and feed him to keep up their drug habits. It really gets to Jesse since he's been ordered to set an example by Walt because Skinny Pete was robbed of his meth by the mother in a previous episode.
The entirety of "ABQ" is pretty depressing. But two things in particular stand out. The first is the scene where Walt finds Jesse in the drug den and Jesse breaks down in tears over Jane's death. The second is the utterly devastated look on Donald Margolis's face when he see's his daughter's corpse, along with the rest of his scenes in the episode.
During I.F.T. , Jesse repeatedly calls Jane's voice mail just so he could listen to her voice. The Tear Jerking moment happens when the voice mail is finally disconnected. The look on Jesse's face, knowing that he will never hear her voice again...
And for that matter, Jane's death.
When the lab camper needs to be euthanized. It had become quite the pop culture icon after all.
Jesse's diatribe against Walt in "One Minute" during which Jesse tells Walt how bad his life has gotten and chews him out for his selfishness definitely qualifies.
Jesse:Ever since I met you, everything I ever cared about is gone! Ruined, turned to shit, dead, ever since I hooked up with the great Heisenberg! I have never been more alone! I HAVE NOTHING! NO ONE! ALRIGHT, IT'S ALL GONE, GET IT? No, no, no, why...why would you get it? What do you even care, as long as you get what you want, right? You don't give a shit about me! You said I was no good. I'm nothing! Why would you want me, huh? You said my meth is inferior, right? Right? Hey! You said my cook was GARBAGE! Hey, screw you, man! Screw you!
Bonus points go to the fact that Jesse breaks down in tears after delivering said speech.
Everything Hank goes through during "One Minute". He gets suspended from the DEA after assaulting Jesse and breaks down in tears after the fact. And just when things start to look up for him he's assaulted by the Cousins and ends up paralyzed for a lengthy period of time.
Walt's Speech during "Fly". He admits that he should have died, and at the end, he basically says that if he had died while listening to his wife and daughter on the baby monitor, then it would have been perfect. A tear falls from his eye when he finishes.
Walt crying to his son in "Salud" after his fight with Jesse. It's one of the few times Walt realizes how terrible his behavior has been and even apologizes to Jesse and calls Walt Jr by his name.
"Salud" has another, less obvious one in regards to the relationship between Walt and Walt Jr. After taking care of his dad and nursing him back to health, Walt tells his son about his childhood memory of his dying father. and than has this exchange with his son that demonstrates how disconnected Walt has become from his family and how his pride renders him unable to accept his moments of weakness.
Walt: I don’t want you to think of me the way I was last night. I don’t want that to be the memory you have of me when I’m gone.
Walt Jr: Remembering you that way…wouldn’t be so bad. The bad way to remember you would be the way – the way you’ve been this whole last year. At least last night, you were – you were real…you know?
Jesse crying to Walt in "Madrigal", "I don't know what's wrong with me, Mr. White?"
At the beginning of Season 4, when Jesse, trying to cope with his murder of Gale invites dozens of people over and keeps a nonstop party going for days. When his increasingly insane attempts to keep people from leaving finally fail, he's left all alone with the sound system that he was bragging about in the opening scene of the episode, so he sits with his back to the speaker and blasts music as loudly as he can, desperately trying to drown out what's going on in his head.
The video of Gale singing "Major Tom", as it confirms that he was an innocent man killed because of Walt's ego.
"Buyout" has a nasty cold opening regarding the group disposing of the dead kid and his dirtbike. The result hits Jesse especially hard.
The end of "Say My Name" with the ultimately unnecessary death of Mike. Especially after watching him with his granddaughter at the park after seemingly retiring for good.
The scene at the park itself definitely qualifies as well. Walter calls Mike to warn him about the cops coming for him, and Mike sees them coming and gets ready to escape. While there's the initial panic and fear from the authorities, Mike also hesitates. Given that he's about to have to flee for good and has to abandon his granddaughter at the park without even saying goodbye to her, the look on his face is appropriately heartbreaking.
Even Walt, who has opposed Mike ever since the Gus situation crumbled, reacted to shooting him with shock and horror which is something we haven't seen from Walt regarding anyone he killed since he killed Crazy 8 way back in Season 1. During his final talk with Mike he almost seems to feel remorse for it ending the way it did. This from the guy who was coldly indifferent to the murder and disposal of an innocent child.
Let's not forget that when the credits start to roll, you can hear Kaylee on the swing.