The second half of the last episode. We see almost all of the main dinosaurian cast die off one by one. In particular, the part where the female Troodon returns to her mate and finds that he and most of their eggs have died from the cold, and the bit afterwards where she picks up the sole surviving egg and brings it with her into the mouth of a recently dead Tyrannosaurus where she attempts to brood it, completely alone and forlorn. The fact that we don't see her death and that there's something of a Hope Spot in the egg but at the same time know the inevitable outcome of the extinction only makes it worse.
Listen closely to the mother Troodon after she realizes that her mate has died. Not only does she sound absolutely distraught, she almost sounds like she's crying.
The "farewell" scene in the second episode where all the animals leave the watering hole, leaving the Allosaurus all alone. Some of them even appear to "say goodbye" to the Allosaurus.
The young Allosaurus being crippled and abandoned.
The male Cryolophosaurus getting beaten up by a rival, and eventually getting its crest bitten off. It doesn't even bother to try standing up afterward.
The mother Tyrannosaur weeping for its murdered infants.
The old male Protoceratops, upon escorting the orphaned juvenile to a herd, goes off to die on his own.
The young Protoceratops seeing its dead parents being eaten in front of its eyes.