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Tear Jerker: The Gathering
Seth's failed suicide attempt, and the group hugging afterwards.
The shockingly brutal killing of the Tod by the Gathering.
Ana Galway's story of how the previous chain agreed to allow one of them, and the boy she loved, to go down for the murder of a caretaker who actually killed himself, because they knew nobody would ever believe them if they said it wasn't them. That poor, bitter old woman who lost everything she ever cared about and died alone in a home after three suicide attempts... she never got to see things made right. And she never found out that Zebediah really had loved her, after all.
Worst still is the retrospective knowledge that his sacrifice, which was intended to save them all, is what broke the original chain in the first place, thus dooming the whole process to return to darkness.
Indian revealing that he told his mother the truth about what happened to his sister... and all along she had known, and never blamed him.
There's an understated one in Mr Dodds, the enthusiastic History teacher who early on jokes with his class about how terrible it is for him to "ask [them] to think for themselves." Then you remember this is exactly the kind of thing the Kraken is trying to quash. And towards the end of the story, people like Mr Dodds end up as unthinking zombies, just trying to get through the day...
Ms. Delaney finally tells her son why they moved around so much and how abusive his father was to them. She spent years running because she was terrified of him finding them again after he was released, it's no wonder the terror of her son perhaps turning out the same way (and there are several moments which, in hindsight, make Nathaniel's teenage moodiness seem far more ominous) drove her to the darkness of Cheshunt.