Razer reciting the Red Lantern oath on the verge of tears, due to the shame he feels on having to rely on his rage as a source of power.
In "Fear Itself" Aya composes a positive/heroic version of the oath; he lied to her that it worked, but the moment she left he whispered that he wished it was that easy, and recited the hateful oath with his voice slightly trembling.
In "Prisoner of Sinestro", when she gets Razer back, Aya tries to hold his hand, and he rebuffs her. At the end of the episode, she tells him that she should have known it wasn't him when he was possessed, as he expressed interest in spending time with her. Razer's face is heartbreaking.
Aya's death in "Loss". Made worse by the fact that Razer is holding her while she's fading out, begging her not to go. And then he gets dragged away from her helmet, the last thing he has of her.
Razer: I love you. I love you, Aya.
Aya: Razer. I now understand the meaning of regret. We... we never...
In the same episode, Razer returning to his old home and the grave of his wife.
"Cold Fury" apparently felt that "Loss" didn't do a very good job, so it strives to make at least half the episode as depressing as possible.
The immediate aftermath of "Loss". Razer has to tell the others of Aya's death, flips out when Hal implies it's his fault, then has to be calmed down by Kilowog. After that, he's so depressed he welcomes death.
Zox, surprisingly, gets one. His expression at Shard's destruction makes even him sympathetic, which is an impressive feat for someone who thus far has garnered basically no sympathy.
Aya manages to survive, which is good, so they immediately sour the mood by having Razer break Aya's heart by declaring he can never love her.
Aya: Processing. Processing. Processing.
On top of this, Aya comes to Hal for advice, since she's so broken up about what he said that she can think of nothing else but the pain it's causing her.
Aya becoming the Queen of the Manhunters, after shutting down all her emotions. And her response to Hal, Razer, and Kilowog trying to reach through to her:
I reject your kind. I reject you all.
Made especially poignant by the reactions of Hal, who addresses and treats her like she was his daughter, and Razer, who can plainly see that he's unintentionally driven her to this conclusion.
Ghia'ta's Heroic Sacrifice in "Love is a Battlefield". What's even more sad is that Aya did not see it as something to be admired.
Razer and Aya's confrontation. He asks her what she's doing. She can't bring herself to reply. She changes the subject, calls off the attack because it's illogical to destroy life one planet at a time, and leaves to think about a better solution. She claims to be emotionless, and yet she still can't hurt Razer.
Though it took them a few episodes to get to it, Razer finally admits his responsibility in turning Aya evil in "Larfleeze", and it's clearly weighing on him.
Razer can't handle the thought of shutting Aya down if there is no other choice, because the reason he'd lied in "Cold Fury" was most likely to prevent Aya's death.
From "Scarred", Razer and Aya begin to talk, and she starts to listen to him. Then the Science Director gets impatient and fires a missile at her. She survives and believes Razer has tricked her so that he can kill her. Can the universe stop kicking these two for five seconds, please?
Razer trying to evoke emotions in Aya, only to be cold-shouldered and told he cannot comprehend what she is or what she is doing. And then his complete breakdown afterwards when he realizes that he can't save her.
Razer: There is no hope for her now. Our only option is to destroy her.
The season finale was a veritable roller coaster of emotions, but the bleakest moments would have to be Razer nearly being killed by Aya, and her reaction to hurting him so badly, followed by Aya deciding to sacrifice herself for the good of the universe.
Razer's departure will warm your heart as much as it will wrench it, considering that he finally openly acknowledges Hal and Kilowog as his friends.
And if that doesn't do it, that danged blue ring will.