When it turns out your quest giver was Dead All Along, the fact that he stayed in this world just to ensure his wife knew what to name their child is heart-wrenching enough. Of course, he's years too late in giving his quest, as the child is now grown with a pregnant wife of his own. The sand really gets thrown in your eyes when he says he's going to honor the wishes of the father he never knew and name the man's grandchild his favored name.
The quest in which the Basset orphans go to Samoyede in order to lay flowers on their parents' graves. Then you learn that the kids all recently lost their parents at once, in an airship crash, and for the most part, they seem to be okay, just wishing that their parents are happy in heaven.
Near the end of part 1, where Bruno uses the Rite of Awakening to bring Lares up to full power, using Red's life as the sacrifice. As Elh begs him not to die, he merely asks her to smile for him before dying. Sure, he gets better, but it'll still make you choke up..
The Reveal of exactly what the Rite of Forfeit entails. The sheer look of betrayal in Red and Chocolat, as well as Elh desperately pleading with Red to comply. Its clear she's just as much trying to convince herself as much as she is Red that its the only way.