Warning: Spoilers Off applies to this page. There will be unmarked spoilers below.
Season One
In episode 5, Eldress is saddened when Teela initially refuses to become the Sorceress again.
The ending of episode 8 "The Calm Before the Storm". Adam reveals his true identity to King Randor. Sadly, Randor ruins the genuine happiness of their reunion a second later by demanding that Adam give up the power of Grayskull, even threatening to have Adam arrested if he doesn't. While Adam is able to transform into He-Man and escape, it's clear from the heartbroken look on his face that things did not go the way he would have liked. Same with Randor.
In the Season 2 finale "The Fifth Nemesis", Skeletor successfully manipulates Krass into embracing Havoc by getting her to think that neither Grayskull nor Adam will accept her, while also bribing her that he would bring her parents back, and Krass becomes Rampage, decisively beating He-Man to a pulp before recombining the Sigil of Hiss. By the end of it all, all Adam could do is apologize for being unable to help her sooner as he tries to get back...
The sheer tragedy of this comes from the fact that the breaking point for Skeletor to push Krass over the edge was a case of Poor Communication Kills and Out-of-Context Eavesdropping as she misunderstands Adam's denial of Randor giving her a royal role, leaving in a heartbroken outrage... Before it's shown that Adam wanted Randor to adopt her as a daughter, as family, rather than just giving her another role. Which only makes her Face–Heel Turn even more tragic as she pushes away any of Adam's attempts to talk her out of this before she and Skeletor take him down. Her heartbroken face before she transforms into Rampage and the single tear she sheds after said transformation is just even more painful to look at.
Honestly, Krass's transformation into Rampage itself. The transformations of the other Dark Masters were terrifying, but this one is just heartbreaking to watch. Krass looks like she's undergoing pure emotional torture the whole time, shedding a single tear during the process, and when she's finished instead of an imposing figure, we're given someone whose stance is tired and limp, like they've been drained of energy.
Season Three
In the civilization where the Ork-0 units have moved to, each drone has given themselves a name to differentiate themselves by their work. The main Ork-0, crippled by self esteem issues because he can't do real magic still, has labeled himself "Ork-0 the Failure", something that he's saddened by, but also seems like he's forcing himself to keep this "role".
When the actual Orko the Great is introduced to give Ork-0 the Havoc cure spell, he forlornly predicts that the spell failed for Ork-0: because it, and every other spell he attempted, failed for him in the past. He's legitimately shocked that Ork-0 managed the spell fine. The reason he was in this pocket dimension wasn't because he liked his time alone. His magic was so poor that he teleported the Trollans to the wrong dimension, lied that it was New Trolla all along, and hid himself away to avoid any consequences of his mistakes.
In the Season 3 finale, when Skeletor said that he will bring back Krass' parents, but as mind-controlled zombies, an angry Krass rants that she has betrayed her friends (her Family of Choice) for nothing. Skeletor's response? That maybe they weren't so important to her after all, which not only set her Hair-Trigger Temper but prompted her Heel–Face Turn.
