Arguably, the death of the horse in Red Dead Redemption. You can hear genuine despair in Dan's voice when it happens, and his entire Roaring Rampage of Revenge starts off because of it. You get the feeling here he was actually shocked by it, and probably quite sad.
"Let me block links, and make it optional which account you use to comment, because right now what you're saying to the world is YouTube is dead, long live Google+."
During his playthrough of Pro Skater 5, Dan just sounds so utterly miserable and heartbroken by the experience. He's just joyless throughout nearly the entire video.
"Nerd³ Talks About... Leaving For A Bit". Not necessarily because of Dan deciding to take a break, but more because of how he talks about how the stress of trying to deal with YouTube and its lack of communication about... well, anything, has just become too much for him to bear. If the fact that he's audibly stressed and exhausted doesn't get to you, the reveal that he had to turn to alcohol at ten in the morning just to deal with YouTube's crap certainly will.
, was quite upsetting.