The video Cole gives to Kyra's father at her wake. It's of Kyra putting on a puppet show by herself in her room. And then, because she didn't turn the camera off, it records her mom coming in with her lunch... and then pouring two cups of floor cleaner into her food, stirring it around, and telling Kyra she expects her to eat everything. Just, her father's realization of seeing one of his daughter's last moments leading directly to his wife deliberately poisoning her.
"You were keeping her sick."
Also, if you look closely, everyone behind him is watching.
A more subtle example: right before Cole and Malcolm enter the wake, they notice a woman who is so horribly devastated by Kyra's loss- she cries so much that she becomes physically ill. Her husband asks another man for some water. The fact that the loss is that hard in her is just horribly depressing.
In a deleted scene, Cole using his toy soldiers to recreate what are clearly real stories of the ghosts he's seen, including the families they left behind. Shyamalan even says he hated to cut the scene because of how effective Osment was in it.
In a more meta example, the way many of the ghosts died is very tragic because they're disturbingly common. Malcolm is shot by a patient he failed to help, one woman killed herself as an alternative to living with her abusive husband, another is killed in a traffic accident, a boy accidentally shot himself while playing with his dad's guns...