Sorcerymon's left devastated at the sight of Seraphimon being defeated and turned into a Digi Egg. As the kids flee Seraphimon's palace, he decides to stay behind and make a Heroic Sacrifice to buy them the time they need to escape.
Koji near the beginning of episode 23, he's still suffering from the injures he'd sustained from the last battle with Duskmon. Despite his injures he still tries desperately to save J.P. Zoe and Tommy. Thankfully, Takuya returns in time to help him.
Episode 24, watching J.P. being tormented by Volcamon and ShadowBeetlemon.
Ranamon's death. Seeing Kazemon know that she actually had a good heart deep down and only was evil because she was lonely, and wanting only to purify her....*Sniff!*
In episode 27, when we find out what Kouji was doing on the day he went to the Digital World buying flowers for his step-mother and what he had intended to do call her "Mom" for the first time.
Sakkakumon psychologically tormenting the kids in episode 29 "Phantasmagoric Sakkakumon" is a tearjerker and Nightmare Fuel.
At one point Patamon rushes over to Kumamon to try and calm him down, Kumamon accidentally hits him in a panic. Poor little guy was just born a few moments ago.
Kouichi, considering all that happened to him during the course of the series, we find out that unlike the other children, he is simply a spirit in the Digital World originally summoned by Cherubimon to do his bidding, and that he is near-death in the human world.
It's really the delivery that sells it. Episode 30 and 32 are pretty much the Wham Episodes here as they basically amount to establishing that Duskmon, the villain who had scared the living daylights out of Takuya and given him hallucinations and had practically beaten the five every time he met them was actually a lonely child who wanted very, very badly to meet the twin brother he never knew he had.
Not to mention that after they manage to purify him, Kouichi spends an entire episode blaming himself for everything he did while corrupted and wondering why the other kids don't blame him.
Ophanimon: My only wish is to bring peace to this world. I have no desire to impose my will upon it. As you do...
The death of Oryxmon in episode 35. True he didn't do much other than guide the kids to where Ophanimon was being held prisoner. But Patamon liked him, proving he was a good natured Digimon.
Ophanimon dying shortly after stealing back the kids D-Tectors from Cherubimon. The kids are devastated as they watch her Digi Egg fly into the air, knowing they couldn't do anything to save her.
Cherubimon's death in episode 37, when he becomes purified just before being deleted.
Near the end of episode 38, Baronmon dying as he tries to shield everyone from the Royal Knights.
Baronmon: Spirits hear me. Give me the power to protect these brave humans!
The Downer Ending of 40, the new kids are attacked by the Royal Knights. Then Dynasmon easily defeats and kills Angemon. Katsuharu and the others are forced to watch helplessly as their protector is murdered before their eyes.
The Royal Knights are particularly cruel in episode 41. Attacking a town full of harmless Mamemon, just so they can learn how to get the town's Fractal Code.
In episode 45 "All Aboard The Tag Team Express", several powerful Digimon led by a Zanbamon have grown tired of making the Digidestined fight the Royal Knights all alone. So they attempt to attack the Dynasmon and Crusadermon as they approach the Autumn Leaf Fair. Sadly despite their best efforts, all but two of them are killed.
The death of Nefertimon in episode 46. EmperorGreymon and MagnaGarurumon try to protect her but Dynasmon and Crusadermon manage to capture and kill her anyway.
Nefertimon: (as she dies) Goodbye, children...
The Royal Knights finally freeing Lucemon. Upon meeting the Digidestined he attempts to attack them, forcing them to retreat to one of the Digital World's moons.
Despite having few redeeming qualities (though it was implied that they were under Lucemon's Mind Control), the deaths of Dynasmon and Crusadermon in episode 47.
Dynasmon's shock and anger when Crusadermon was defeated.
Dynasmon: My dear fallen comrade... We were to rule earth together.
The second ending, "An Endless Tale" is a bit of a tearjerker as well.
The finale of Digimon Frontier. Say what you want about the series, the finale was well done, with the kids saving Kouichi at the last possible moment. And then the scenes of their lives afterwards, Takuya appreciating his family more, Kouji respecting his step-mother and giving her flowers for her birthday, Zoe/Izumi and J.P./Junpei finding friendship, Tommy/Tomoki being friends with the boys who used to bully him, and Kouji meeting his birth mother again with Kouichi's help - not to mention all six friends in the ending shot promising to be friends forever...ugh. And to top it off, it looked like the franchise was done at time of the finale, so to see the animators pull of a great finale out of an uneven season was nothing short of amazing.
Bokomon and Neemon's last scene. Yeah, the comic relief duo actually have a sad last scene with Bokomon, out of nowhere, crying and begging the kids not to leave him so soon and Neemon for once pulling him back. Bokomon's final words are tearfully shouting out to the kids that he'll write down everything that they have done to save the Digital World so that generations of Digimon will always know of them and all they went through as "the best friends a Digimon could ever hope for." Aaaww...