Holling's speech about how his father and grandfather both outlived the loves of their life by over sixty miserable, lonely years, and he doesn't want that to happen to him and Shelly.
Elaine visits Joel, becoming Unseen No More and having some cute moments with him that are undermined by the growing distance between them as the episode ends, precipitating their breakup.
Maurice learns that his brother has died, leaving him the last of his family at an age where he's doubtful about being able to have kids (although a later episode reveals he has a long-lost son).
Season 2
The season finale features Maggie's Cartwright Curse claiming yet another boyfriend’s life after she tried so hard to avoid that, and she is devastated by both his death and how people she cares about don't even try to pretend they aren't afraid of her jinx throughout the episode. One of the subplots also has Shelly exploding about how she and Holling have nothing in common and the failure of her attempts to rectify this is making her doubt their future together.
Season 3
Maggie has no sooner finished memorializing her dead boyfriend Rick than she finds out he cheated on her with many other women.
Old wounds about Holling and Maurice's rivalry over Shelly are reopened, quite possibly due to Maurice's grief over Barbara dumping him when he was ready to propose leaving him in a bad mood. Holling visits Maurice to talk about how much their friendship means to him (complete with memories about their best shared experiences) and how sorry he is about the whole dilemma, while Maurice spends the whole scene glaring and not saying a word in response until Holling sadly leaves. This leads to a heartwarming moment at the end of the episode, though, after Maurice accepts he's being pigheaded, and they reconcile.
Joel tries to nurse an injured grouse that he wounded during his first hunting trip back to health, only for the bird to die.
The man Elaine left Joel for (something which she was sad and conflicted about) dies of a heart attack just a year later, and she revisits Joel more for a shoulder to cry on than a desire to rekindle their romance, which leads to a couple of sad early scenes in that episode when Joel isn't feeling sympathetic.
Maggie's parents divorce and her house burns down on the same day.
In "Cicely," watching the eponymous Too Good for This Sinful Earth character develop an Incurable Cough of Death (implicitly from the cold in the town her lover Rosalyn brought her to) and then get shot during a Mexican Standoff is painful enough. However, its effect on everyone else (especially Rosalyn, who is on the verge of becoming an Empty Shell even before Cicely dies and completes the transition afterward) is equally devastating.
Season 4
Chris runs over a dog and feels bad about it, then starts feeling worse after meeting and falling in love with its owner, acknowledging that it is an awkward start to a potential relationship.
Elective Mute Enrico breaks his vow of silence, pleading for Marilyn, who he loves, not to walk away from him.
A retired KGB spy selling his old files as souvenirs in "Do the Right Thing" is mostly Played for Laughs, but it does lead to some sad moments.
Maurice buys his old dossier and learns that he once spilled confidential information to a Honey Trap spy. A bout of self-loathing over his mistake causes him to temporarily feel unworthy of anything he's accomplished in life and burn the first draft of his memoirs.
Joel reads about a possible distant relative of his who was blacklisted by the Soviets just for expressing pride in his Jewish heritage.
A lot of the misery Maggie's sister-in-law, Stephanie, displays about her Awful Wedded Life when Maggie visits her family can feel affecting.
Stephanie: I know I cry a lot, but I didn't used to.
While Joel going on strike over a lost vacation may be a selfish move, he sounds incredibly downbeat while, right before the state actually does deny his vacation, he and Marion (both in full Sincerity Mode) discuss the likelihood that Joel won't get to go on his vacation because of his Cosmic Plaything track record and the fact that he wants the trip so badly.
While touring his old family home and experiencing nostalgic memories, Maurice also finds some beloved toys he stole from his brother and never returned, leaving him forlorn and guilty until he gets a Maybe Magic, Maybe Mundane opportunity to confess to his long-dead brother.
Season 5
In "First Snow":
Shelly lies to Maurice about having never told him she loved him, leaving him depressed at the thought that he was empty and insecure enough to invent their whole relationship in his mind (leaving her guilty as well), which culminates in him bulldozing a gazebo where they had one of their most romantic moments.
Joel is left frustrated and despairing when one of his favorite patients expresses certainty she is about to die when he can find nothing medically wrong with her. Unusually (given his Agent Scully tendencies), it isn’t because he doesn't believe her, but because he does (with good reason) in spite of the medical evidence and is wrongly convinced that her approaching death must be his fault due to some medical problem that he can't spot.
One of Chris's listeners commits suicide. His suicide note blames Chris for driving him to his death by playing music that depressed him, and Chris takes this blow to heart.
It can be sad watching considerate, mild-mannered violinist Cal Ingraham develop a deep connection to an instrument Maurice hires him to play and feel that Maurice will destroy its beautiful sound by keeping it locked away and not playing it. He tries to offer his relatively meager worldly assets to buy the violin from Maurice, and when that isn't enough, plots to kill Maurice, only to have a My God, What Have I Done? moment of introspection about how he's acting before a Nice Job Breaking It, Hero comment from Ed makes him commit again. He ends his debut in a mental institution.
In "Lovers and Madmen," Maurice has to choose between salvaging his relationship with Barbara by recapturing a prisoner he let escape (and whose predicament he is slowly feeling responsible for), or letting the pitiable man go. When he chooses the latter and lies to protect the prisoner (Cal), Barbara knows what is happening and comes as close to pleading as a stoic like her can when she repeatedly asks Maurice if there is anything else he wants to add to his story and they sadly part ways.
Season 6
The season premier is an Alternate Universe where the residents of Cicely live in Manhattan and most of them feel unsatisfied with their lives and jobs.
Joel and Shelly (a lawyer in that timeline) are married with kids but are drifting further and further apart.
The normally eloquent Chris always gets tongue-tied and is mostly friendless and overlooked as a result, making him suicidal.
Walt is a businessman who laments how his office has one of the best views in the city but he is unable to remember the last time he paused to enjoy it.
Holling is a musician with agoraphobia who closes his eyes while being driven from one building to another and laments how he feels like a prisoner, and has gone decades without being able to touch a tree.
In "The Great Mushroom," Phil and Michelle lament about all the times they have moved over the years and how they have never been able to set down roots or find real contentment.
In "The Mommy Curse," Maggie's depression and cynicism over her Cartwright Curse reaches new levels when she learns that all of her mother's lovers also died or got driven away from her, and she wonders if she ever had any hope of escaping her sad situation.
Joel leaves Alaska for good after a passionate search for the forgotten wonders of the state takes him back to Manhattan when it had been looking like he would settle down in Cicely.
In "Balls," Ed and his season-long girlfriend Heather break up after he realizes that Dating What Daddy Hates is too big a part of their relationship, and that her father's friendship toward him over the last two seasons has been patronizing at best.
