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Tear Jerker: Moon
The live video phone call in the space rover, followed by a particularly wrenching shot of the Earth to remind the viewer just how far from home Sam is. "That's enough, that's enough... I want to go home..."
GERTY when he tells Sam he is a clone and sees his friend of three years breakdown in tears. "I'm sorry." [robot arm pat] He even uses a crying emoticon.
This is particularly tear-jearking when you realize that Sam is not looking at GERTY when GERTY shows the emoticon. GERTY isn't doing that for Sam's benefit; computer or not, he has enough emotions (or a good enough understanding of them) to truly feel sorry for Sam.
Sam 1 willingly climbing back into the crashed rover to die and seeing Sam 2's escape capsule heading to Earth.
The recordings of all the Sams before Sam 1. All of them happily believing they were going to see their family again, one of them even holding proudly his "family's" photograph. They probably believed they were really going home, right to the last minute, when they entered the mercy kill chamber. They're so pathetic in their doomed happiness it hurts.