Fluttershy burying her dead animals. If you've ever seen the show, you know how deeply she cares for her animal friends. It's almost like watching someone bury their babies...
Rarity's Heroic BSoD when Sweetie Belle is poisoned.
The very last scene of the first book. Twilight finds a group of dead foals in the hospital's boiler room, and finally breaks.
And on the note of the epilogue, Sweetie Belle's recounting of her Dying Dream. Anyone who's ever read about a child nearly dying and dreaming of entering the kingdom of Heaven will feel it.
Pretty much everything that's happened to Roseluck. By the second arc, she's completely broken, and declared mentally unstable and locked up in the hospital's mental ward.