Amara endures a number of depressing incidents in "Freewheeling", especially when she discovers that the time she became a popular trendsetter was All Just a Dream. Peter boasts in the Keiki archive that people called this the best comic he made up to that point, but doesn't explicitly say why.
Darcy's rant about the media's romanticization of vampires in "Twilight Princess" includes a lament about the fact she can never have a romantic relationship with the mortal Beefer.
The sequence in the Pilot where Jessie's friend ditches her for some snobbier, more popular kids ends with one of those kids taking a photo of Jessie crying for a phone wallpaper.
Winnie's failure in "Wish Gone Amiss" to answer Gene's Armor-Piercing Question in a manner that doesn't upset him even more strongly. Also, imagine how strongly Gene must have tried to hide his anguish over his parents' divorce in order to go almost five comics without asking that question to Winnie.
The "Concept Unification" video in "The Chuck E. Cheese Story", detailing the transformation of a Showtime Pizza restaurant into a Chuck E. Cheese facility, includes a warning not to watch it because "it's too depressing".