During one of the final scenes of the book, when Humbert asks Lolita to explain why she doesn't feel resentment towards Quilty for molesting her and attempting to exploit her, he imagines her response. "He broke her heart. I merely broke her life."
Lolita goes on to live a normal life, in a happy marriage only to die giving birth to her first child, who was born stillborn.
Near the end of the book, Humbert recalls a moment when after Lolita has left him, he hears the laughter of children in a school playground, and realizes that "the hopelessly poignant thing was not the absence of Lolita from my side, but the absence of Lolita from that concord."
Although given that Humbert always wants our sympathy, this could be him deliberately wearing the mask of a Stoic Woobie. As always in Nabokov, you decide.
The moment when Humbert meets a 17-year-old Lo and realises that he loves her as a person, not just because she was a nymphet. Coming from a man who's essentially a psychopath and child rapist, and considering what he's already inflicted on Lo, "love" doesn't mean much, but it's moving to see that Humbert is beginning to understand what he's done to Lolita and feels some genuine affection for her.
Dolores cries herself to sleep every night.
The Whole. Damn. Thing. One of the most heartbreaking and disturbing pieces of literature ever written.