The scene in which the Land of the Dolls is desolate and covered in mist, leaving Clara alone and crying out for her Nutcracker. The Nutcracker transforming into his doll form and only being able to watch helplessly as the Mouse King goes after Clara to kill her. The fact that it is accompanied by Tchaikovsky's "Pas de Deux" doesn't help matters.
Another one would be when (in the flashback) the Mouse Prince finds his tail crushed under a pillar and he hugs it tenderly. Also, when he realizes he's alone, you can't just help but feel like giving him a hug.
Hans being turned into a nutcracker, and is implied to have been put in stasis since that time, only to be brought back to fight an enemy in a situation he has no idea about. Its hard not to feel sorry for him.