Sam's tearful goodbye with his imaginary son in "Go Make". The son says "see you in a few years," but as of Sam's guest appearance on Frasier he still hadn't found someone to settle down with.
In "Pitch It Again, Sam," Sam gets a chance to pitch in an exhibition game. At the stadium, Sam comments that the only thing missing from this great opportunity is Coach. Carla tries to do an impression of Coach to motivate him, but she winds up crying - twice.
Carla: I just miss him so much.
Diane's recounting of her relationship with her beloved cat Elizabeth, whom she's found out has just died, in "Let Me Count the Ways." It gets progressively harder and harder to listen to what she tells Sam without breaking out in tears of our own:
Diane:(Sigh) Well, she was the only one in my life who was always there.... When everybody else was mad at me, she always liked me...when I'd—hide when my parents argued, she'd come with me, and...whenever I was sick, she never left the bed until I was well again....
(Tearful Smile; Sam smiles encouragingly; Diane walks to the desk)
Diane: And then, um...when I was...twelve years old, my parents separated. (Swallows) It was—maybe the worst night of my life.... Believe it or not, I actually thought about throwing myself in the lake. But—then I...looked down at this cat in my lap, and thought, "Well...who would take care of Elizabeth?" (Tears finally escape)She saved my life that night! And I know it's—crazy, and it's irrational, but...oh, Sam, I can't help thinking that last night, when her time came, she must have wondered where I was....
It's more than even Sam can bear, as he starts shedding some Manly Tears at this.
Testament to the power of this sequence: Shelley Long received an Emmy for her performance in this episode.
"Sorry, we're closed." (*adjusts Geronimo picture, walks to the back room*)
In "Coach Buries A Grudge," Coach prepares to host a memorial service for his recently-deceased best friend, only to find out moments before that he attempted to cheat on his wife. Horrified and disgusted, he tears up the speech Diane helped help write, deciding it'd be more fitting to rip into him in front of the assembled guests and tell them all just what a terrible person he really was. Against Diane and Sam's urgings, he takes the podium...
Coach: I had a beautiful speech written for me here but uh.... I'd rather say a few things from my own heart about T-Bone Scarpiggione. T-Bone Scarpiggione was a son of.... (Trails off, looking at T-Bone's picture) That man was a son of a.... T-Bone Scarpiggione was a son of an immigrant. And like most immigrants, he was a human being. Human beings make mistakes. We're just not perfect. But I'll tell ya what isn't a mistake; (Choking up) To love someone and forgive him.... No matter what his shortcomings. That's not a mistake. I loved that man... And I forgive him. And I know that for the rest of my life... Every day there's gonna be a moment where I'm gonna miss him. That's all I got to say.
At that point, all of the guests at the wake declare how T-Bone hit on (and actually slept with) their wives too. They all go to lynch his cardboard picture, before Diane starts singing "Amazing Grace" - causing the others to stop and join her, finally forgiving T-Bone.
Diane's request for Coach to "watch over Sam" in "Cheerio Cheers" is doubly this when you realize that not only would Diane not see Coach again prior to his death in-universe, Coach's actor Nicholas Colasanto died only a few days after the episode was filmed.
That entire episode is an example of Harsher in Hindsight. From the title, to the above-mentioned scene, to several other dialogue exchanges, the Coach couldn't have gone out in a more painful to watch in hindsight episode.
The last appearance of Coach was an outtake used for a stinger (observant viewers will notice Carla's not pregnant, when during that time she was), when Coach was visited by an old teammate who according to Coach was blind. The ex-teammate tells him he got the nickname "the Blind Man" because he sold venetian blinds door-to-door in the offseason; Coach naturally Comically Misses The Point and is impressed with how he can still get around while blind. After he leaves, Carla tells Coach that the ex-teammate could see as well as anyone. Coach responds mystically, "In some ways, he can see more", a fitting last line by Coach in the series.
While being able to finally admit it was an impressive moment of self awareness and insight, Sam finally saying in a group therapy session that, after years of his sex life being his primary character trait and the only thing anyone at the bar every really praises or comments on anymore, he's become a sex addict—Even though he doesn't even like having sex with random women anymore, even though no woman takes him seriously as a romantic partner because of his hound tendencies (as Rebecca told him in an angry rant earlier that day), even though he's become unhappy with himself and his life, he can't stop thinking about sex or actively pursuing it. He's still in therapy when he shows up on Frasier, and, as the episode's events suggest, still can't hold down a meaningful relationship.