The sidequest in Luca where Yuna follows a floating moogle around. Each time she catches up to it, she recalls a memory she had with Tidus there.
Yuna: (whistling) I practiced.Wherever I go, Spira is full of places tied to my memories. Memories of my journey. Memories of you.
Yuna being forced to fight and defeat each of the dark aeons; especially the first one, Bahamut.
After Yuna falls into the hole at Djose Temple and is calling out, if you press X, you will hear a familiar whistle. Yuna tries to look for the source of it, asking "Where are you?..." Keep pressing X.
After the infamous "I don't like your plan. It sucks," quote from Yuna in the game's finale, most people are too busy laughing at the scene to pay much more attention. If you actually do, Yuna fully expands on her thoughts in a heart-wrenching speech about how much she lost in the past and how much she deeply regrets all of the noble sacrifices made by her friends (complete with hearing the voices of many of those who made such sacrifices), and how she doesn't want to have to suffer through that regret anymore. The fact that "Yuna's Ballad" plays after Bahamut asks Yuna to forgive him and the other Fayth for what they had to put her through makes this scene more poignant.
Yuna: Your plan is awful. Think about it. It’s no different than what we did two years ago. We destroyed our own allies. We destroyed the Aeons who had fought together with us, at our side. We didn’t have a choice then. We believed that was the only way we could save Spira. Do you know what it felt like to watch them die? Right before my eyes? It was the only thing we could do. It was the only choice we had. I gave in, I accepted, I believed. I allowed it to be true. I thought I’d be able to go through with it without ever doubting myself. But I… it hurt so much.
Bahamut: Forgive us.
Yuna: Everyone was so happy. “Great job, Yuna. You did it. You saved us all.” There were too many smiles to count. And I know that I was smiling too. But now… when I look back… The people who should be here aren’t. The ones who should be smiling with me aren’t here.
Jecht: We had no choice.
Yuna: “We had no choice.” Always “we had no choice.” Those were our magic words. We repeat them to ourselves again and again. But you know… The magic never worked! The only thing we’re left with is regret.
Jecht: Yuna… I’m sorry.
Yuna: No. I don’t want this anymore. I don’t want friends to die… or fade away. I don't want battles where we have to lose in order to win.
"1000 Words". Pretty surprising given that FFX-2 is easily one of the most lighthearted RPGs in recent memory.
When Lenne and Shuyin get gunned down in the this song/flashback.
It takes a lot of work to figure out what the deal is between all the current leaders of Spira and Paine, but if you manage to watch all the spheres and follow the right cues for where the action is throughout the game, it's pretty hard not to feel sorry for everyone involved in their tragic history.
To elaborate, the Crimson Sphere sidequest involves collecting a series of spheres that document a branch of the Crusaders called the Crimson Squad. Paine explains that the Crimson Squad was to be an elite fighting force under Maester Kinoc, and Nooj, Baralai, and Gippal were all candidates for the squad, with Paine as their recorder meaning that Paine is behind the camera of eight out of the ten spheres needed to complete the sidequest in full in Chapter 5.
Crimson Sphere 7 is a call-back to Operation Mi'ihen of Final Fantasy X. As Tidus in X, we were able to look over each and every dead body (if we so chose to) before progressing in the story, and the remains of the Crusaders and those involved all lament their losses to Tidus if spoken to. We don't even get a clear view in Crimson Sphere 7 because Paine is presumably running around and not actually holding up the camera to record anything specific, but imagining Paine, who just stopped her friends from shooting each other in the Den of Woe, who just barely managed to escape with her friends and her life intact after warning her friends of the Crusaders' betrayal, suddenly finding herself getting caught up in the chaos of Operation Mi'ihen and then being unable to find her friends is just heartbreaking to think about, especially when you equate this to real life events in which families search for their loved ones following natural disasters or other incredibly traumatic events. And what's worse, that's not even the end of it yet.
The hardest to watch is Crimson Sphere 5, full-stop. The final exercise for the Crimson Squad involved exploration of an area of Mushroom Rock Road that was dubbed the Den of Woe for the unexplainable deaths that occur between the people that enter. It turns out the presence of the malevolent pyreflies (read: Shuyin) was responsible for forcing the participants to kill each other, and Nooj, Baralai, and Gippal just barely avoid killing each other with Paine's help themselves. They look utterly broken by the end of the sphere in question.