Seeing Mathilda being beaten by both her father and half-sister.
Mathilda returns to her apartment following her family's slaying to gather some things. When she finds the chalk outline of where her little brother was gunned down, she breaks down briefly before she's forced to hide by Stansfield's entrance with a couple of other cops.
Likewise, her later sobbing at the restaurant when Tony angrily rebukes her request to work for him as a "cleaner" by telling her in no uncertain terms that Léon is dead.
"Hey, look... you think I ain't hurtin', too?"
The ending. Leon's far from a good man, given his job, and there's a certain grim satisfaction in seeing Stansfield brought low, but Leon getting shot after thinking he killed Stansfield, and having to kill both of them with grenades to finish the job, leaving poor Matilda all alone as well was pretty harsh.