The end of the Genshiken manga. The second-to-last chapter is the worst, actually, because it's one extended silent scene showing the whole group together for what'll probably be the last time in a long time.
The first ED, "Biidama", for the same reason as above
The fact that Madarame doesn't confess his feelings for Kasukabe for the sake of their friendship, even though in his heart he knows he might never get another chance. It's so hard to see him choke back his emotions instead of acting on them.
The "lame excuse for a confession" of Madarame's feelings for Saki in the second part of the story. But she rejects him, and she later seems kinda calm by doing it, but suddenly starts to choke and then burst into tears just by thinking how hurt must Madarame be by that rejection. This makes you think that despite Saki at first being disgusted by otaku culture, and sometimes being selfish and coldhearted, she later starts to really love her friends in Genshiken and would never want to hurt them in any way.