Michael's speech about the house that he bought for his family at the end of 'Covenants'.
Oh god, the way his voice breaks when he says "We are home" sets me off everytime.
Ryan Fletcher's death in "Clawback".
Turned into a scary moment when it's revealed that Amanda faked his death and is forcing him to overthrow Oversight for her.
Nikita's freakout moment when Birkhoff gets kidnapped, and her frantic screaming when she calls Michael.
Nikita: WHY AREN'T YOU HERE?!
In Sanctuary, Nikita tells Alex the story about the disappearance of her guardian Carla.
Birkhoff's expression after he's forced to shoot Carla.
Nikita's behavior for nearly all of "Wrath", where we see her forced to deal with her self hatred after a man she took down years prior comes back for revenge. Luckily, Michael is able to end the episode on a heartwarming note.
It's unlikely many people shed tears, but for some Percy's death was heart-wrenching. Sure, he had it coming, but he was such a fantastic villain that it was terrible to see him go. And those last few moments, with the expression on his face...it was probably not the way he wanted to go, dying alone in that cell...Alas, Poor Villain.
Amanda and Nikita's conversation where Nikita compares Amanda to her foster mother, allowing her to be used by people. Both of them are crying by the end.
Nikita: You took a messed up girl and made her a broken woman. You took me from one hole and stuck me in another. Then you dressed me up all pretty and served me up to them just like my foster mother. I broke your heart? You broke mine.
Michael pinned under a burning car, aware that it's about to explode, begging Nikita to run instead of staying with him. And then she cuts off his hand. It's heartbreaking.
Percy verbally putting down Amanda and telling her she was never his equal.
At the end of "Broken Home," Shawn dies from internal bleeding as Alex begs him to stay alive. Given all the people who Alex has lost, all the people she's promised to save and failed, watching her break down is just devastating.
That guy in season 2 who was starting his first day on the job as an ice cream man. Turned out he was brainwashed into trying to kill someone. He gets shot down and dies in his father's arms.