This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / The World's End
There's a point at one of the pubs where Gary is trying to convince the others that they're having a good time, only for the others to point out that he's over-idolised their youth. While they're absolutely right, and Gary fully deserves the lecture about how he's wrong, the look on his face is very depressing. Made worse when we later find out it's all he has to cling onto.
Especially the look on Gary's face when Andy says to him "You don't need us to help you get fucked up, you've done a perfectly good job so far on your own!".
Shortly after, Gary slips on the urine-soaked bathroom floor, and in frustration is about to punch the wall - when he sees the broken tile of when he broke it back in 1990. He has a startled look that shifts to depression when he realizes he really hasn't escaped the cycle.
The Reveal that the real catalyst for reattempting the Golden Mile was Gary's attempted suicide.
God help you if you watch this movie first around the time you're graduating:
Gary: It never got better than that night. That was supposed to be the beginning of my life. All that promise and fucking optimism. That feeling like we could take on the whole universe. It was a big lie! Nothing happened!
Also made worse by rewatch by subtle clues. For example, when they ask Gary to show his forearm scar, he instead opts to smash his head off of a wooden post; not only is he quick to injure himself (a common symptom of depression), but it's to hide the bandages from cutting his wrists.
Gary sobbing, "I'm sorry" after Newton-Haven goes up in a mushroom cloud.
"The accident" that ended Andy and Gary's friendship is built up over the course of the film until the smoke house, where it's explained that In 1997, Gary was overdosing, forcing a desperate Andy (who was four times over the alcohol limit) to try to drive him to the hospital, resulting in him rolling the car and almost severing his femoral artery. Gary then somehow recovered enough to flee the scene, leaving Andy alone to be arrested... after the twelve hours of surgery needed to save his life.
The reoccurring theme of Gary trying to deal with pain through alcohol comes into play here, In his own manic way, he tries to comfort Pete with shots. He just doesn't properly know how to react to emotions anymore.
Pete's beating up Blank!Shane is this as well to an extent. You can see all the rage and pain he experienced finally explode on the now all-but-pacifistic Shane. Then it gets worse because this moment of vengeance costs Pete his life as it allows the Blanks the opportunity to surround him, kill him and create a new Blank from his memories.
Andy's reaction does not help.
Andy initially refuses to join the crawl and is at the point of throwing Gary out of his office, when Gary reveals that his mum died. Watching Gary's face during this scene is heartbreaking enough, but the second time you see the film and you know he's lying it's even worse, because what Gary is REALLY mourning is his lost youth.
Actually, it's worse than that: we learn that Gary's mother has been trying to call him for months, and he's avoiding her, because he doesn't want to talk to her about his suicide attempt.
Made even worse by the ending: after the worldwide EMP sends the world back to the Dark Ages, we learn from Andy that Gary's mother was one of the fatalities. Gary felt bad enough causing the whole thing in the first place, but indirectly killing his own mom? No wonder he chose to walk the Earth.
Doubles as Heartwarming: Gary throwing the keys to the Beast to Steven and Andy before running to The Hole in the Wall. Essentially telling them to run while he stays behind to finish the Golden Mile (and, likely, be killed).
Gary raising his pint in the King's Head to "friends, to Oliver, to Pete", in a very downbeat and bitter fashion.
Sam repeatedly asking about the fate of her brother.
Sam seeing Adrian Keane knowing he died years ago in a crash.
Adrian: Hey Sam, how's life?
The film's use of So Young by Suede is this if you see this as Gary deluding himself into thinking he can recapture his lost youth.
When the guys burst into the bathroom to yell at Gary about lying about his mum, Gary is in traumatised tears, panicking about whats happened and pleading with the others not to blame him.
From Andy's tone of voice in the Kings Head, when he's trying to get Gary to put the pint down, he seems to have realised that Gary may have a more underlying problem than just wanting to finish the crawl. He starts talking him down, much in the same way you talk someone down from suicide, and on rewatch that can be very chilling. Especially as Gary has tears in his eyes.
A more subtle one when Gary follows Sam into the ladies' toilet, thinking she gave him the "sign". She asks him in bewilderment "What happened, Gary?" and Gary first misses completely the point, thinking she is referring to the disabled toilet. But then she asks "No, what happened to you?" and Gary's face expression immediately changes from excited to desolated, while he claims that nothing happened and that he is "the same old Gary".
While his facade remains pretty much intact until "The Cross Hands", this is one of the few times it slips, probably because Gary didn't expect at all that someone would still be able to see through him, which is also pretty common in depression.
After Gary gave Peter's name to the police officer, Andy angrily asks him "Do you know how much trouble you could get into?" whereupon Gary bitterly answers "Do you know how much trouble I'm already in?". The first time you watch the movie this short conversation will probably go past you without much effect but when you watch it the second time knowing that he probably refers to his suicide attempt it can truly become tear-jerking, especially since his almost resigned tone indicates that he is perfectly aware of his problems and has already given up, supporting the theory that Gary plans to finally commit suicide after the pub crawl.
Although it's mostly played for laughs in the movie, Gary saying "[...] and knowing in my heart, life would never feel this good again. And you know what? It never did." at the end of his monologue to the support group is actually pretty sad.