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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.
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.
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.
"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.
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.