The fourth season finale, wherein Jules is subjected to the psychopath's whim, gagged, tied to a chair, and left tethering helplessly above at the edge of a clock tower with no sure proof of whether she'll be saved or not—when Lassiter and Gus do manage to reach and free her, she wears an empty, expressionless face. Near the very end, as parallel scenes between her and Shawn's girlfriend's rescue play in mute, she begins screaming and then breaks down against Lassiter, and he just holds her quietly.
It really says something about the show, which is mostly a comedy, that the whole ending montage of that episode is probably one of the most heart-wrenching things you could possibly watch. Lassiter and Juliet, Henry cleaning the Psych window, Mary's funeral....it brings this troper to tears every single time.
The finding of Paula Meral's body in "Dual Spires".
The first episode of the seventh season ("Santabarbaratown 2"). Shawn spends the whole episode running wild trying to find the guy who shot Henry. Normally Shawn just acts a little goofy when he and Gus break into a suspect's house. This time Shawn's randomly breaking things and generally venting. Recall, this is a guy who spent years outside of Santa Barbara for a reason (think back to the pilot).
The scene where Shawn first arrives at the hospital. He's trying to make light of the situation because it's what he's used to doing, but he just can't this time. It would be funny if it was wasn't so sad.
This is made worse when you remember Juliet's relationships with her family. Her dad was a con-man and for many years she avoided him. Her step-dad had a gambling addiction that he hid from her. Her brother was also arrested for attempted murder. So now she has someone else she loves lying to her face. She says it herself—honesty means everything to her.
And then there's the follow-up episode, where Shawn grows so depressed that he starts imagining what would have happened if he'd given Jules the chief's shawl instead of his coat. Even in that alternate universe, things start breaking down, it's just that the ill effects happen to other people.
The season seven finale had quite a Downer Ending: Chief Vick has been suspended and replaced by Trout, McNab has been fired, Carlton has been demoted, and the department is no longer using Shawn's services.
Gus has retired the Blueberry. This show truly is ending...
"1967: A Psych Odyssey", ends with Lassie becoming the new chief... except the Mayor forces him to transfer Juliet to San Francisco. Meanwhile, Jules and Shawn have to put their relationship on hold. It's obvious that neither is happy about this.
Lets just start by summarizing that everything about this episode will lead to some bitter-sweet tears...through some laughter.
All of the scenes within the last few episodes that have the characters saying goodbye, as the Reality Subtext is very strong.
The scene when Shawn finally stops telling the story of their last case. He just says he is happy for Gus finally getting the life he deserves. And admits he had been thinking for years and thought Gus' only problem was Shawn was his friend. Shawn is crying as he tells Gus the feels guilty for delaying the life Gus deserved by eight years coming to his office and forcing him to join Psych. Then Shawn just leaves the screen.
Then there is Gus' reaction, he just rushes to the Psych office to find it empty.
The last scene is just filled with bitter-sweet tears, as Shawn, Gus, and Juliet go in a stolen car with two driving wheels chasing someone that stole Shawn's engagement ring. It is half hilarious and saddening as the series ends.