Just watching poor Betsy Solverson slowly die from cancer is hard enough, but she becomes the victim of a real Kick the Dog moment during her and Lou's visit to the doctor. He offers to put her on an experimental drug that could potentially fight the cancer, only she may not actually receive the real drug, but just a placebo instead. So not only is she dying, but her suffering is being exploited by doctors to test the effects of their new drug. Ouch.
Lou's "I think you got the real pill" at the end of the episode. After his speech to Peggy and Ed about lying to reassure his dying comrades, it can be taken as him accepting his wife's death.
Her earlier comment about how Lou is going to "have to learn these things" about not just bringing jerky on his fishing trips with Molly implies that she's expecting to die as well.
The Gift of the Magi
The Gerhardts after finally finding out about Rye's death, specifically Floyd who had already lost three sons: one was killed in Korea and the other two were stillborn. All she has left of her youngest is his belt buckle which Hanzee found in the Blomquists' fireplace.
Rhinoceros
Bear's tearful rage when he finds out that Dodd sent Charlie into the line of fire. His distraught, incredulous, "He's only seventeen" is heart-breaking.
Did You Do This? No, You Did It!
Floyd at Otto's funeral. She might be ruthless and he might have been cruel, but they loved each other and Floyd is wounded by his loss.
Betsy telling Karl to take care of her family once she's gone. She's accepted her death, and despite her fear and incomprehensible sadness, still wants to know that someone will be there to look after the people she loves. When she commands Karl to stop drinking and he instantly agrees, it shows just how seriously he takes her request and how much he loves the Solversons.
Simone being marched into the woods by Bear to be killed for her betrayal. Much like Miller's Crossing, the movie to which the scene is paying homage, she first tries to bargain her way out of it, arguing that she could simply be banished and never return. As it becomes more apparent that Bear won't change his mind, she becomes more desperate and before long, falls to her knees and breaks down sobbing. Even her haters had to have felt a twinge of remorse.
And then there's the aftermath, where Bear walks back to his truck, becomes seized with remorse, and repeatedly smashes his injured arm against the hood of his truck until the cast shatters.
Loplop
"I just wanted a glass of water." Despite being a decorated Vietnam veteran, Hanzee still gets his drink spit in by the barkeep and mocked by the bar patrons because he's Native American. Though Hanzee is hardly a saint, it certainly shows how he eventually snapped after years of this treatment.
The Castle
Lou desperately trying to talk Ed and Peggy out of the ill-advised sting operation. He claims he feels responsible for them, and it really shows. It's not hard to imagine him being like that with his men in Vietnam.
The look in Floyd's eyes when she realizes that Hanzee has betrayed the Gerhardts and tricked them into attacking the police at the Motor Motel, leading to a massacre on both sides. Then Hanzee, coldly and without a word, stabs her twice in the chest, killing her. The look of shock on her face, as a person who over the course of just a few short weeks has lost her husband, her sons, her organization, and now her own life, is truly heartbreaking.
This is only made worse by the fact that Bear witnessed all of this helplessly from afar.
Palindrome
Ed's death. When Peggy realizes, she's kicking and screaming for her husband to respond to her while Lou holds her back.
Betsy's vision of the future is heartbreaking. Realizing that she and potentially her father were not going to be a part of Lou's and Molly's future.
