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Tear Jerker: Shanghai Noon
The Death of Chon Wang's Uncle in the first movie. All he wanted was some water for his tea and Wallace just shoots him unprovoked. While Roy's "This is not how we wing it." line was still comical, he was disgusted at Wallace for what he done since all he tried to do was calmly reason with the Uncle. It even adds to the tears when Chon walks in.
Chon Wang: *Asks passnegers in Chinese before realizing he is talking to americans." Who....kill...my uncle? WHO DID THIS!!!!?
And then worse for Chon, his father is murdered in the opening of the second film, moments after he denounced Chon to Chon's sister Lin.