Sally leaving the picture of her and Kim in the house after all's said, finally telling Kim she loves her. Kim's fate at the end, becoming one of the things in the cellar, and waiting for the next victim to come, makes it worse. That the picture is a sweet drawing of Sally and Kim smiling and holding hands under a tree makes it worse.
Homunculus!Kim is not willing to attack Alex and Sally, she says: "Others will come." Tearjerker in that she still cares about them.
The fact that Sally's own mother basically abandoned her. Even worse, her mother had led her to believe that she was just visiting her dad, only for her to learn that she's staying there for keeps. Ouch.