The fact that the first episode shows that by the time she got out of juvie, Amanda actually did believe that her father was a murderer.
Fake Amanda dying in Emily's arms after the boat explosion. The music, cinematography, flashback, significance of the necklace and Emily's sobbing all contribute to making this likely the most heartwrenching moment of the series. Jack's grief is no less painful to watch.
Emily having to let go of Amanda's body as the life raft sinks.
Amanda: Jack and my baby - I need you to take care of them...You've given me the one thing I thought I'd never have - a real family...
Padma's death at the hands of the Initiative, and Nolan's subsequent Heroic BSOD is heartwrenching. Just something in the way he cries in Emily's arms.
It gets worse. In the finale, we're treated to a video of Padma announcing Nolan as the mastermind behind everything. And all he can do is cry.
The entirety of Declan's last few scenes in the series. Declan doesn't know how bad his condition is when Jack tells him that he's planning on taking Carl and Declan somewhere far away from the Graysons and so he doesn't really object to Jack's plan save for mentioning that Charlotte's pregnant. It's clear once the doctor leaves the room that Dec knows something's wrong, but he lies to Charlotte for her sake, because he wants her last memory of him to be of him smiling rather than informing her of his condition. Declan's last conversation with Nolan involves telling Nolan to take care of Jack if something goes wrong. We're offered a bit of a Hope Spot when Nolan offers to bring in the best doctors, but Declan can only smile and tell Nolan what he needs is time, not money. Declan then dies off screen when his aortic artery ruptures, and Nolan is the one left to inform Jack.
Declan's final message to Jack. We're now left with the realization that Conrad's actions have led Jack losing almost everyone he's ever cared for, save for his son. And this is probably the nicest character in the show.