Kamina killing a dolem, only to find out that Asahina was linked to it and he just killed her as well, which doubles as both horror and tearjerker worthy. And her last words are "Ayato... I love you", spelled out in the lights of the buildings, and not only that - before Asahina died, we could see how she wrote them outas she was dying, desperately trying to relay her last message while Ayato was killing her without knowing it. The episode really went out of its way to milk the scene for as much tragedy as it was worth, fortunately without going too far and just making it cheesy.
Even better, just before Kamina goes off to fight the dolem, he swears to protect Asahina, and is even screaming it as he's killing it. Cruel irony, much?
"It's not fair! You've known him much longer than I have!"
"Ayato Kamina! Megumi Shitow used to have a bit of a crush on Ayato Kamina! But she doesn't anymore! That's what she's decided!"
The bit in the last episode where Ayato answers the phone in the sea of mud and sees all of his friends giving him support. His facial expression when Asahina appears says it all.