The end of Before They Are Hanged, specifically the Dogman's final words at Threetree's grave. Back to the mud, old man. Fare you well.
In the same scene, he also gives a brief but moving eulogy to Cathil, despite having known her only for a short time.
It's impossible not to feel sorry for Jezal at the end of Last Argument of Kings: He's stuck in a political marriage with a woman who despises him while the woman he really loves is married to a man he finds absolutely repulsive, one of his closest friends is slowly and painfully dying of radiation poisoning after being exposed to the Seed, and his hopes of using his new authority to make the Union a better place are brutally crushed when it turns out that he's nothing but an expendable Puppet King and will be disposed of if he doesn't comply to Bayaz' commands.
Nicomo Cosca's death in Red Country definitedly counts, despite his evilly affable villainy during the book.