The bus crash. The whole Deadly Distant Finale leading up to the bus crash will probably make you require tissues.
When Coffey tells how Wharton kidnapped the girls:
Paul: Why didn't they scream, John ? He hurt them enough to make them bleed, their parents were right upstairs, so why didn't they scream?
Coffey: He say to the one, 'If you make noise, it's your sister I kill, not you'. He say that same to the other. You see? He kill them with they love, they love for each other. You see how it was? That's how it is every day, all over the worl'.
Del's reaction when Percy stomps on Mr. Jingles.
As Del is about to walk the Green Mile:
Del: You a good man, Boss Howell. You too, Boss Edgecombe. You yell at me sometimes, but not 'less you have to. You all good men except for dat Percy. I sure wish I coulda met you guys someplace else.
The whole scene where Coffey was executed, especially his repeating of "I'm in Heaven" has become almost unwatchably heartbreaking.
This scene is so heartbreaking that both the viewers AND the guards are crying their eyes out. It's so bad that Paul literally cannot bring himself to give the order to kill Coffey until one of the other guards reminds him that he HAS to give the order and it's completely out of his hands.
Even then, before Paul finally brings himself to give the order, he steps up, and grabs Coffey's hand one last time before he gives the order.
This scene is made doubly sad when realizing that Coffey is innocent and that he's trying his darndest to help people, yet despite this, ended up at the wrong place at the wrong time. Knowing that having his powers makes him sense all the people in need, to which he likens it having shards of glass in your brain at all times, only makes it worse. As stated above, all the guards are having a tough time keeping it together, knowing full well the kind of miracle man they're being forced to execute.
Delacroix and Bitterbuck before they are executed. Both are deeply sorry for what they've done, and it's obvious that everyone involved wishes that it didn't have to happen.
Del sobbing as he's being being hooked up is sad enough, but when Percy tells him Mouseville is only a fairy tale, the look on Del's face is just heartwrenching.
Del's execution sequence is nothing short of brutal and very difficult to watch, even for a crazy ass bastard like Percy, whose fucked up idea was to have this guy NOT get a wet sponge; essentially torturing Del to death. At least the other Guards warned Percy against doing this again lest things get....messy for him.
When Bitterbuck and Paul are discussing heaven before Bitterbuck's execution. Bitterbuck believes that if you sincerely repent your wrongs, you're sent back to eternally relive the best time is your life. Then he reveals his best time: The summer he was eighteen, spending time with his wife in the mountains. It's sweet and incredibly sad all at once. It's there in the book, too, but the sadness is taken away a bit by Paul's narration that he's only humoring Bitterbuck, and so is much better executed in the film.
After Coffey cures Hal Moores' wife, what she tells him never fails to jerk a tear, especially in the context of Coffey's fear of the dark...
Melinda Moores I dreamed of you, you know. I dreamed you were wandering in the dark...and so was I. And we found each other. We found each other in the dark.
The ending. Especially during the death of John Coffey.
Paul's final monologue:
"We each owe a death - there are no exceptions - but sometimes, oh God, the Green Mile seems so long."
The revelation of how the two little girls Coffey supposedly raped and murdered really died: Wild Bill did it, and he had kidnapped them by threatening them that if one of them made a sound, then he'd kill the other one.
When Coffey walks into the execution chamber singing "Cheek to Cheek".
This dialogue before Coffey's execution:
Paul: On the day of my judgment, when I stand before God and He asks me why did I kill one of his true miracles, what am I gonna say? That it was my job? My job?
The cruelty of the witnesses at Coffey's execution, hurling epithets at him, none of them knowing that John is anything but a "monster".
John's telling Paul he's tired of life.
Coffey begging Paul not to put the shroud over his head: "Please boss, don't put that thing over my face. Don't put me in the dark. I's afraid of the dark." The stricken expressions on the guard's faces when he says that is heart-crushing.
Almost all of the guards, while grief-stricken, manage to somehow keep it together during Coffey's execution... except for Dean. He's an absolute mess and it is devastating to watch.
Honestly, the book and movie run on this trope, leaving you the viewer in tears sooner or later.
It's hard enough to watch the revelation of just what really happened to those two girls, and it's made all that much harder to watch when you see the looks of horror, disgust, anguish, and sorrow on Paul's face as Coffey shows him.
As Paul, Brutal, Dean, and Harry get John Coffey for his walk down the Green Mile, John tells them about the dream he had just had as he slept of Mouseville being real, and Mr. Jingles doing all of his little fetching tricks to the delight and amusement of the people who were there watching him, especially the children. John then mentions that the two little girls were also there, he had them sitting on his lap, no blood was pouring out of their heads, and the three of them were overcome with laughter as they watched Mr. Jingles. The combination of the sounds of joy and genuine excitement in John's voice as he relays his dreams, to the absolute emotionally blank faces of the guards (especially Paul) is quite the prelude to the execution that is to follow.