Episode 18. For the entire episode, the girls train for the baton relay at their school's sports festival... for once, the Precure stuff is almost perfunctory. In order of fastest to slowest, the girls are: Nao, Akane, Miyuki and Reika tied, and poor Yayoi coming in dead last... a very familiar scenario to artists in the audience. Over the course of a week, all the girls try their hardest to practice and train, even Yayoi, who's not at all confident in herself, saying that she always comes in last in these sorts of things. The afternoon before the festival, she leaves the others to go get something she left in the classroom... and overhears her classmates bad-mouthing her, sarcastically wondering why she was picked to represent and saying that she'll cost them victory.
Episode 19 is a long mix of Tear Jerker and Heartwarming Moments. It involves Yayoi's relationship with her deceased father, whom she barely remembers. The entire stands out as it focuses on pathos and melancholy as opposed to the norm of action and humor.
The end of Episode 21. Just when it looks like they're going to revive the Queen of Marchenland, Joker swoops in, stealing all but one of the Cure Decor - and Candy. To twist the knife further, it then cuts to Candy's Tanabata wish, which was to stay with her new friends forever.
Episode 22. The whole scene where Joker psychologically tortures the Cures and drives them into a Heroic BSOD.
Pop's Cry Cute moment from the same episode was especially painful to see because he's obligated to save his kidnapped sister, Candy, even though it's very reckless for him to do so, even alone; and he knows it.
Episode 42, especially if you're an older sibling yourself. The bit where it looks like Nao's younger siblings have been killed by Majorina is especially terjerking, and the look on Cure March's face when it happens really twists the knife. And then at the end of the episode, we get Nao breaking down while Miyuki comforts her, and then Nao getting to see her new baby sister for the first time. Cue happy tears.
Episode 43; Reika has a chance at going to England for a year for an exchange program, and the rest of the Cures smile and say they're happy for her, only revealing how sad they are when she's gone to spare her feelings. All the girls try to hold their tears back while Candy sobs that she doesn't want Reika to leave. Sad enough, but then later Joker tries to force her to choose going to England instead of staying in Japan—because it's better she be selfish and follow her dreams. Because if she doesn't go to England, she'll betray everyone's expectations—finally asking her, "Who are you? Aoki Reika or Cure Beauty?" Eventually this drives her to a Despair Event Horizon and it seems she's lost the ability to transform. And to make matters worse, she and the Cures have a tear-filled heart-to-heart while crying their eyes out, culminating in Reika shouting that she doesn't want to leave them, she wants to stay with them and be Pretty Cure. And then Joker just laughs at them.
The Grand Finale. To wit: Remember Pretty Cure All Stars DX3's end? The Grand Finale may be just a similar reused scenario, but no less effective, imagine the Smile Precures going through what their predecessors went through when they tried defeating Black Hole last time, except for the Smile Precures against just Pierrot. Less people involved, but no less effective to make you tear out. They get their turn in crying over the possibility of losing their fairy just for one final attack against the Big Bad with the world at stake, and unlike All Stars which kinda ruin the sad moment with happy music, you get to hear all girls bawling at Candy's departure... and instead of still pictures, the bawling is ANIMATED. Of course, the ending also share similar Heartwarming moment afterwards.