Noir had an episode with a retired Soviet general who helped people to atone for his crimes. Bonus points for him having a convincingFreudian Excuse and calmly accepting his fate. Chloe's death is also quite gut-wrenching.
Hey, how can you leave out "Morning without Dawn"? The whole episode just rips your heart out and stomps on it over and over. By the ending with Kirika collapsing to the ground begging Mirielle to kill her, we're right there with her.
Nazarov's death in "Lost Kitten." The man committed truly heinous crimes in the gulags, in vengeance for being the Sole Survivor of an ethnic cleansing as a boy, and spent his elder years repenting his atrocities by helping the poor. Then the families of his victims contracted Noir. Even seeing what he did and the fact that his reaction is calm acceptance, you don't want Kirika to pull the trigger, especially considering that his death adds to the Cycle of Vengeance. The fact that the situation is drawn from Real Life is even more depressing.