Nadia using her last ounce of strength to push Roshan over to Manny in hopes that he will be saved,
The Art ShiftFlashback in the cave that reveals Manny's Dark and Troubled Past. Even Diego has tears in his eyes at that scene.
Diego taking the mortal blow for Manny during the battle with Soto at the end to protect him, as it is obvious that Soto's incisors slashed him fatally, and let's not forget that blow to his head that he got. And as he dies (the commentary for the first film confirms that he actually did die in that scene) he selflessly insists that Manny and Sid forget about him, since he wants to make sure Roshan gets home as much as they do now. This scene is especially heartbreaking if you remember that Manny has only recently lost his family, and now he is losing someone close to him all over again. His brimming eyes as he watches Diego leave them only serve to drive the point home.
This one may sound crazy, but the montage of the acorn "observing" Scrat and Scratte's moments together, accompanied by a rewritten version of Gilbert O'Sullivan's "Alone Again (Naturally). You can feel sorry for an acorn!
In the fourth movie when Manny with everyone returns to find the bridge where he told Ellie and Peaches to wait for him destroyed with no sign of either one of them; for a brief moment he closes his eyes, clearly thinking he's lost his family a second time.
Sid's family return... to dump Granny with him, and get as far away as possible. Sid's reaction to being told this?
Ah, they wouldn't do that! That's just mean, that's just cruel. That's just... my family.