Cindy: Don't listen to them, they're just scared. We'll get out of this.
Jimmy: [continues sobbing]
The scene in "Brobot" where Jimmy tries to deactivate Brobot. When he explains to Brobot what he's doing, Brobot (who, for once, doesn't sound happy or excited at all) says, "But...but then we can't play anymore. And you're my...big brother." Jimmy starts feeling guilty, and sheds a single tear...which lands in Brobot's circuitry and seems to short him out, causing Jimmy to feel even more guilty. It turns out that Brobot's indestructible, and all the tear did was tickle him, but still.
"Normal Boy" has Jimmy feeling insecure and sorry for himself after everybody shuns him for being super smart. Heck! Even Judy says that to his face, out of frustration.
The above Break the Cutie line highlights a general one for Jimmy; even his friends are willing to turn on him if it suits them and the only person he can really count on is Goddard, who's a robot he built so he probably struggles sometimes with the idea that Goddard only likes him because he's programmed that way...and then decides to live with it because it's better than being completely alone.
During "Return of the Nanobots," Hugh ends up believing he's the last person on Earth due to everyone else being deleted by the nanobots. When he realizes that he's alone, Hugh laments the loss of Jimmy and his wife (whom he actually calls by her first name, Judy).
In the Valentine's Day episode where Jimmy kicks Cindy out of his lab and calls her disgusting. You can see that Cindy is truly hurt, thinking Jimmy was playing a cruel joke on her all along.
In "Sheen's Brain", Sheen brutally strikes Jimmy and Carl with a lighting bolt after they tell him to put on the helmet one last time. When he sees Carl and Jimmy and believes them to be dead, he realizes he's killed his two best friends. Realizing what a monster he's become, he voluntarily decides to go back to his normal self.
In "The N-Men", when Cindy tearfully apologizes to Jimmy for hurting his feelings and tries to admit she loves him as she's dying and then collapses with Jimmy picking her up and asking, "Cindy what? Like? Loathe? Love?" and then setting her down on the ground as he begins to calm down and realize that Cindy's not so bad after all.
Before Jimmy turns into a monster, he gets furious and wonders why he's helping his so-called "friends" when all they did was treat him like dirt. The way he says it is just plain heartbreaking. You can see that years of insults and hiding his feelings have finally taken a toll on him.
Several scenes in "Stranded".
When Jimmy and Cindy are drifting at sea away from their friends.
Carl, Sheen and Libby try to look for Jimmy and Cindy, but they give up when they believe their friends have drowned...or worse.
At the end, Cindy begs Jimmy to stay on the island with her so they can be together forever, but sadly they can't.
"The Science Affair"
Jimmy gets unfairly banned from the science fair because he's rendered winning it pointless. Both sides of the story are pretty sad as well; the kids feel inferior to Jimmy and Jimmy feels bad that he can't show people his hard work.
Later, Cindy feels bad about getting Jimmy banned, but of course, denies anything.
You will feel bad for both Jimmy and Cindy at the end; Jimmy lost the Nobel Prize for something that wasn't his fault and Cindy lost the science fair trophy, even though she helped save the day.
"Billion Dollar Boy"
Eustace sadistically mocks Jimmy into betting Goddard in a robot battle. Then, when Eustace's robot starts beating Goddard senseless, Jimmy's friends realize that Eustace was just using them to emotionally crush Jimmy. To add salt to the wound, Eustace does a major Kick the Dog moment and throws Cindy down on the ground and reveals his true colors to her. Then, when Goddard is knocked out, Jimmy is heartbroken, thinking that Eustace's robot has killed Goddard and looks like he's about to cry at any moment.
In "Make Room for Daddy-O", Jimmy looks at all the photos of the fun times he and Hugh had together and misses having him around.
Several scenes in "Win, Lose and Kaboom" will tug on your heartstrings.
Hugh tries to spend some father-son time with Jimmy by helping his son answer the rock's riddle, but Jimmy condescendingly brushes him off and Hugh sadly walks away. Later, when he arrives on the show, he still thinks Jimmy doesn't want him to help. This is when Jimmy truly realizes how much of a jerk he's been to his friends and Hugh.
Jimmy and Cindy try to vote each other off, for the sake of the planet. Later when Cindy tries to make amends, he brushes her off, unwilling to forgive her. You can see how reluctant everyone was to betray each other.
When the kids have to jump off the abyss, Jimmy still refuses to be a team player, even though it's their best chance of waking up.
Earth is saved, but the other team's have to watch their planets explode. You can see that April has tears in her eyes when she thinks Jimmy broke his promise. Luckily, Jimmy convinced his friends to go back and do the right thing.
"Clash of the Cousins" reveals that Jimmy is the black sheep of the Neutron family because of how different he is. Granted, Jimmy does cause trouble, but some of the things Aunt Amanda says are downright uncalled for.
Aunt Amanda: Because of you, the Neutron name isn't respectable anymore!
Aunt Amanda: And take that horrible dog with you!
Fans weren't too pleased with the ending of "The Incredible Shrinking Town" which has Cindy smashing Jimmy's well deserved trophy. There's also all the grief Jimmy was getting for his short stature and for something that for once wasn't his fault.
The fact that Sheen is probably stuck on Zeenu forever with no way to get home is just heartbreaking. Not to mention his grandmother and father must be going insane with him gone.
Plus, his friends haven't tried looking for him either. They is if they knew where the rocket landed. For all they know, Sheen could be dead. No Ending? More like Downer Ending.
While it is played for laughs, Nick's cameo in "The League of Villains" where he breaks his leg again is actually really sad. He starts crying and wonders why it keeps happening to him. It's also implied that he now considers himself a loser.
You will feel bad for Carl in "Holly Jolly Jimmy" when Jimmy crushes his hopes and dreams by saying Santa doesn't exist.
"Jimmy Goes to College" when Jimmy lies to his parents by telling them he's having good time at college, when he's really miserable and misses his friends (the other students, who are geniuses like him treat him worse than the students back home). What's more heartbreaking is that his parents pretend not to miss him, which breaks Jimmy's heart more.
The ending to "Who's Your Mommy?" where Carl has to say a tearful goodbye to his adoptive son.
In "The Junkman" when Jimmy feels bad about not believing Brobot about the Junkman.
In "Who Framed Jimmy Neutron?" when Jimmy gets arrested for a crime he didn't commit and his mother starts crying.
In "Fundemonium", where the Neutrons are devastated that they have to move and leave all their friends.
"El Magnifico" focuses on Mr. Estevez feeling depressed because he thinks Sheen loves Ultra Lord more than him and wants to compete with him.
In the unmade episode "Three's a Crowd", Cindy finally opens up to why she resents Betty, but we also learn that it's not just because Jimmy likes her. She also feels that she will never be as great and beautiful as Betty. Then, there comes Betty's true feelings about herself...