In chapter ten, when Precia collapses and starts coughing up blood, Fate's fear and desperation is absolutely heart wrenching.
In chapter nine, Nanoha is utterly terrified at the TSAB's threats to permanently seal away her magic if she doesn't stop aiding Precia.
She said they'd t-take my magic away. If… if we got caught. That if I kept t-trying to help Alica, they'd lock up all my magic so I couldn't use any ever again and make me s-stay here on Earth for my whole life and… And what about Vesta? Would… what would happen to her if I had my magic locked? Would they lock hers as well? And Raising Heart, would they take her away too? And… and what would they do to you, if they'd lock me up and keep me from ever leaving here? Or Alicia-chan! Or…
At the climax of the story, Nanoha once more chooses Fate over Yuuno, and accompanies Precia into Imaginary Space, which is simultaneously this and a Crowning Moment of Heartwarming.
I'll see you again someday, and make things right. I promise.
Nanoha's entire development throughout the story. She starts off as a Naïve Everygirl enjoying herself at a family vacation at the hotsprings, and ends up a girl thoroughly broken inside by the trauma's she's been through, moving on only through sheer force of will.
Yuuno's desperate pleas for Nanoha to abandon Precia plays your heartstrings like a fiddle. Especially if you know that he's fighting a losing battle.
...Yuuno's voice halted her, urgent and frantic and desperate.
"Nanoha! If you go now...Nanoha, you might die! I don't want to lose you!"
Yuuno's final meeting with Nanoha's parents. Everyone present aside from Quint is struggling hard to fight back tears.
In Power Games, it is revealed that Subaru and Ginga were kidnapped while Quint was away, and she is clearly heartbroken.