In the same scene the saddest part is when Arthur just realizes how seriously heart-broken she is and he looks geniune remorseful knowing he can't do anything to make her happy.
Arthur's Heroic BSOD after losing the chance to become Kay's squire. Even Merlin felt sorry for him.
The opening scene alone is enough to make you weep.
A brief moment during the wizards' duel when Arthur thinks Mim vanquished Merlin.
Arthur: Why that horrible old witch! I'll...I'll peck her eyes out!
When Arthur and Merlin turn back into people after being squirrels and you hear the female squirrel who fell in love with Arthur sobbing hysterically. Man, it's hard to even think about without tearing up.
Merlin: Ah, you see, lad... that love business is a powerful thing.