When Snowe confronts Richard about the fact that Richard sent him up to the Sepulcher with the wrong spell, which almost led to Snowe dying at the hands of Edgar and Lina. Snowe feeling very betrayed by everyone he considered a parent figure ever is just heartbreaking, as is Richard and Vera's response to him.
The scene where Richard and Vera tell Snowe about the conditions of the sealing spell. Snowe hits a Heroic B.S.O.D. and actually asks them to kill him in order to prevent the demon from escaping.
One scene is, interestingly enough, a Tear Jerker by virtue of being absent of tears. Specifically, Snowe's memory of his parent's funeral. They were such horrible and distant parents that he couldn't even bring himself to shed a single tear, even when his entire kingdom was in mourning. Snowe was so horrified by his apathy that he convinced himself they were good parents, which ended up causing a lot of problems.
The side stories and some notes reveal that Lina had regrets about abandoning Snowe. Sadly, due to her Sanity Slippage, she dies without recognizing him and is convinced that he's an impostor.
Hiante's memory. He was a soldier in the Original King's army, and when the Original King proposed an idea for everyone to obtain eternal life, Hiante realized that what the Original King was actually proposing was a massacre. Hiante immediately spoke up in protest, and got murdered for it, leaving his wife and daughter to an uncertain fate. He still doesn't know what happened to them after that.
Relenia's memory. Edgar and Lina tried to convince Relenia to guard the Sepulcher for them. She refused as she had a daughter to take care of. They then erased her daugher's memory of her and stuck the girl with different parents so that Relenia would be freed up to guard the Sepulcher.
The little lumps of clay that had suddenly started appearing in the castle were actually the remains of the Guards and Helpers who had used up the magic that kept them going after the link was severed. Especially after talking to the helper in the library. There's also one very upsetting moment where Snowe encounters a Magic Helper futilely patting a lump of clay, telling it that it's not time to go to sleep, they still have work to do.
Both endings are canon. Which means that Snowe being forced to murder everyone he ever cared about isn't just some poor outcome due to player choices; it really actually happened in the story.
When you have to help the little boy ghost return to his father, you might encounter one ghost who acts freaked out around you and seems to be speaking in Madness Mantra. The little boy ghost tells you to stay away from this one, as it is likely to become a phantom.
"A Spell of Fire & a Scarecrow". After being very lonely due to his parents always being too busy for him, Snowe befriends a guy who helps him build snowmen, talks to him, teaches him magic, and basically fills in all the gaps left by Snowe's parents not being around. And then Lina discovers their relationship and fears for Snowe, and her taking matters in her own hands causes all three of them to suffer in the end.
In the bad ending, before picking up the knife, Snowe walks very slowly and occasionally shakes his head. He's struggling to have control of himself back from Xiri, and failing.
The ghost who was so bitter he summoned a phantom to prevent Snowe's people from leaving but softened when Snowe reunites him with his son turns out to have also stood against the Original King's mad plan, following Hiante's example.
In Fleeting Snowe is revealed to have been Dead All Along; the only thing keeping him going from when Lorel attacks him onward is Xiri who didn't want him to die. Suddenly little details such as Erio wondering why he's still alive, Edgar referring to him as "walking death" at one point, or how Snowe can never keep warm are depressing.
Snowe's name, which is commented by a couple of characters as being "odd", and Astra even says that it was cruel of his parents to name him that. It's yet another indication of how little Edgar and Lina cared for their son; they didn't even bother to come up with a decent name for him.