"A loveless marriage!?!?" and the conversation that followed.
Ray finds a dog, puts up posters. Robert says they couldn't get a dog when they were little because of Ray's "allergies". Ray says he's clear of the allergies, and gives the dog to Robert. Then the dog's owner shows up. Ray offers to lie to the owner, but Robert decides to do the honorable thing and gives the dog back. Too bad he's already had it neutered. Too bad it's a stud dog. Too bad the owner wants two thousand dollars for it. Too bad Ray writes the check after about half a second of consideration-wait, that's not too bad at all!
That five minute interval in the final episode where everyone thinks Ray has died during surgery, especially Robert.
"Listen to me! I am his brother, I can wake him up! Raymond! My brother's in there! RAYMOND!"
After Robert finds out an odd secret about his latest girlfriend that he was sure was "the one", he goes on a very quiet, very passive line of dialogue to his family that basically says, "I've tried dating, but I can't find anybody. Maybe that's because I'm so weird that there's nobody who would spend the rest of their life with me." The look on his face and the other Barone's pained expressions make it even sadder. Even worse, they then try to comfort him, even Frank, but Robert completely ignores them and just walks out without saying another word.
Frank standing up from his chair and calling out to Robert just before he closes the door really shows the heaviness of the situation.
Frank: "Hey! Son!"
"The Angry Family." When one of the kids writes a little picturebook about how angry his whole family is, the local pastor calls the family in to discuss it. When the school counselor merely asks where everyone thinks the anger in the household might come from, it quickly devolves into everyone screaming and blaming one another. Debra claims it's not her fault she's angry when she has to put up with Raymond's family, Frank blames the problem on Debra and Marie butting heads, Raymond is too spineless to speak up at all, Robert blames the whole dysfunction on Raymond's inordinate amount of attention, and Marie claims there's no problem at all and that over-coddling teachers and schools just make our children feel entitled and blame the mother if anything goes wrong (Immediately after attempting to pin the blame for all the anger on Debra). Just when everyone's had a rant about how they're the ones who get the short end of the stick in the family (and not caring about anyone else), the pastor speaks up.
"Well... Thank you, everybody, for a lovely morning. Believe it or not, I do understand the pressures and tensions of raising a family in today's world. But I think maybe this particular family compounds the problem by being too close to each other constantly, like ping-pong balls pounding and bouncing off one another in the lottery machine. Except nobody wins in this game. Least of all, the children. That's what I got from this book. (Turns to each Barone in turn) So it's not about you. Or you. Or you. Or you. Or even Raymond. It's about this little guy. (Holds up the book) And his sweet, simple way of maybe giving you a message."
"Boys' Therapy": When it is revealed that Frank's own father was physically abusive to him growing up. Frank, for all his faults never was this to either Raymond OR Robert. He says the reason he never was with his boys is because he was always weaker than his father. One of the rare instances where you want to hug Frank.
"The Breakup Tape" features a bit of a sad revelation into Ray's character. In the episode, Debra finds an old audio recording of a message that one of Ray's old girlfriends left for him 20 years ago, where she breaks up with him without offering a proper reason. Although there is a lot comedy played with at Ray's expense for keeping such an old recording, his eventual reasoning for it is a little sad. He reveals to Debra that he kept it because it left him confused. In his point of view, things seemed to be going well for him up until that time, so the breakup came as a shock in just how unwarranted it felt. The scene frames Ray as very insecure in this moment, and one can't help but feel empathetic for the guy that he's had to carry that baggage for so long.
The last couple minutes of "Grandpa Steals". Some background: Frank set a bad example for Ally by sampling at the grocery store when the sign said not to (then mocking the grocer who pointed it out). Ray, Debra, and Marie guilt-tripped Frank about his behavior, and after having a one-on-one talk with Ally to regain status in her eyes, he decided to go back to the store and apologize to the grocer. Unfortunately, the grocer didn't accept his apology and called him a jerk and a maniac. It's hard not to feel a little sorry for Frank at that point; while he was the bigger person, you hoped the two could have made peace, especially since apologizing is such a hard thing for Frank to do.
Any of the countless moments that highlight Robert's status as the Unfavorite.
In "Lucky Suit", it seems like a typical meddlesome Marie scenario when she ruins Robert's lucky suit for his FBI interview then compounds it by sending over a long and embarrassing apology letter, then going to the offices in person to apologize further...until she confesses to the interviewer that she did all those things on purpose to sabotage him, because he was one year away from police force retirement and she was tired of worrying every night whether Robbie would come home safe. It's a very moving monologue that really nails the fear that every family member must have in some form for a loved one on the force.
"Separation", where Debra's parents get divorced. Especially well-done is the scene when Warren consoles Debra.
"The Ride-Along" has Marie freaking out over Robert putting Ray into a dangerous situation with an armed robber. Ray is impressed by Robert's bravery and professionalism in the situation, pointing out that Robert's job as a cop puts him in these dangerous situations all the time. Marie and Frank's reaction isn't funny at all.
Raymond: Stop! Robert's the one you should be worried about! Are you listening to me, Ma? He's the one who's out there everyday! He's the one who's risking his life- —> Marie: I know what he does! I don't need to think about it! —> Raymond: Okay, I just wanted you to know- —> Frank: ENOUGH! Your mother doesn't like to think about it!
This little exchange:
Marie: And you, you're not up to their standards either. —> Robert: I know. (Beat) What are we talking about?
"Sister-In Law", Ray is reduced to tears by Amy, after she rants to him about his lack of conversing with her. Granted he called her "annoying" first, but that was arguably the result of stress and pressure put on by his family.
"Ray's Journal" is a really funny episode, but when you stop and think about it, yeah, it's pretty sad that all those years ago, Marie came across a journal entry of Ray's where he wrote, without any explanation, that he hates her. She never questioned Ray about it until the events of that episode, so it must have been in the back of her mind all that time, wondering why he wrote that.
Marie: (to Debra, who wants Marie to apologize to Ray for guilting him into apologizing for what he wrote) Imagine little Michael, who loves you, who lights up whenever you get near him. Now imagine him at 14, and he doesn't talk to you anymore. And you don't want to push him, so you just give him more love. And then one night you make him his favorite dinner, and you try to give him a kiss good night, and he goes up the stairs with a grunt. And you come across his journal, and you open it, and it says, "I hate my Mom." I wouldn't wish that on you, Debra. Debra: ...Ray? Ray: What? Debra: Apologize to your mother. Ray: ...I already did. Debra: Do it AGAIN.