Hell, Broomhilda's screams and cries as she's being whipped are just heartwrenching.
One simple phrase: "Auf Wiedersehen". Cue tears.
The fact that Schultz's corpse just gets left lying, face against the wall, in a corner of a shed. Considering how dramatic the moment of his death was, it's really jarring to see such an ignominious aftermath; there is nothing dignified or impressive about the corpse, and the fact that it looks so small and pathetic really drives home just how much energy and presence Schultz had in life. It's one of the reasons that his very brief reappearance in a flashback right at the end is so heartwarming, as it ensures that Schultz's last appearance in the film is not as a faceless corpse, but as the mentor figure we love so much.
The visible pain in Django's eyes when he sees Broomhilda being taken out of the hot box as she screams in agony.
Real-life example: This marks the first Tarantino movie without his editor and close friend since Reservoir Dogs, Sally Menke, after her death in 2010.
That poor runaway slave d'Artagnan being torn apart by dogs at Candie's command. Especially as he had just been begging for mercy and weeping about how he couldn't bear to fight anymore.
The implication that Schultz couldn't stop thinking about it from that scene right up until his death. He was even about to risk blowing their cover to save him.
Although it is also arguably a Crowning Moment Of Awesome for the character, the death of Dr. King Schultz, who manages to kill Calvin J. Candie before he goes.