Sky High, after believing that he finally connected with the girl of the week, goes to thank her, unaware that she was the robot he destroyed the night before. The episode ends on him sitting down at the park bench where they'd previously met, with a bouquet of flowers, waiting. Oh, Keith.
It's even more depressing than that: His love existed only in his head. The girl was a broken Deceptively Human Robot that only gave him programmed answers, Keith was basically just projecting his own feelings onto an object. Oh, and he was thinking of her and the motivation to go on she "gave him" while (unknowingly) destroying her.
The very fact that this is the episode that started the Tear Jerker page for this show really says something about it.
What about Tiger's possible power loss?
Really, it says a lot about how sad Keith's situation was that it completely overteared Kotetsu losing his powers.
Not just the fact that Kotetsu is losing his powers, but Yuri's backstory, the fact that Mr. Legend wasn't the hero we thought he was, and the juxtaposition against what is happening to Tiger, and how it makes it seem like everything Kotetsu wanted and believed in is being unraveled. Furthermore, not only did Yuri end up killing his own father, his own mother hates him for saving her from his abuse. Added all together, it's thoroughly heartbreaking.
The shot of Kotetsu's notebook◊ detailing his gradual power loss.
It's so sad how you see his entries change from a matter-of-fact '3 second decrease' to questioning what's happening "...can't be so sure, should I prepare for the worst?" The dates also show regular the changes are.
The opening bit with Lunatic/Yuri and his parents was bad enough, but his poor mother was even worse; doesn't realise her husband is dead, still believed he could have gotten better, terrified of her own son who killed his dad to protect himself and his mother. The troubled backstory was to be expected, but the way they chose was a nasty surprise. One heck of a Wham Episode, and a great one.
At the end of the episode we have Kotetsu still lying in the dumpster after being on the receiving end of a Curb-Stomp Battle with the Lady Killer. Just... everything about that scene is soul-crushing.
A flashback shows the hospitalized Tomoe encouraging Kotetsu to leave her side to answer an emergency call, making him promise her to keep on being a hero. She dies before he can get back.
And his crying while looking at her picture after said flashback, remarking, "I don't think I can keep my promise..."
Kriem's backstory is all about this.
Also Barnaby having a mental breakdown in The Stinger, where the murderer of his parents is replaced with pretty much everyone he knows, including himself. Not only has the wound of his parents' death been re-opened, but he has less to go on than he did before.
Episode 19: The "kind" person who took in and helped raise Barnaby, Mr. Maverick is revealed not only to be his parents' killer, but a NEXT as well that tampered with Barnaby's memories to cover his tracks. And he did it just for the sake of ratings. And he's going to erase Barnaby's memories again. It doesn't help that Barnaby's helpless on the floor with his phone right next to him and Kotetsu calling him.
Kotetsu finding out that his whole life has been erased from everyone's memories thanks to Maverick. Worse yet, all of his friends are now hunting for him, his family doesn't know what to think, and he has nearly nobody else to turn to, short of Ben Jackson. Poor guy.
Kaede's reaction to her father's arrest warrant.
Barnaby. His caretaker Samantha is murdered and his tie to Kotetsu is completely severed, leaving him with only one friend/role model left. Who is the one who just destroyed his link to the other two. And thanks to the memory tweaks, Barnaby has no idea it ever happened.
Kotetsu realizing that nobody remembers him.
Episode 22: The heroes surrounding Kotetsu, who's trying in vain to make them remember him. Only Karina refuses to arrest him.
The same deal as Episode 22 only this time it's only Kotetsu and Barnaby.
Kotetsu crying as he desperately tries to make Barnaby remember and recalls the times they spend together. And then again, later, when he continues crying and doesn't stop as he seemingly fails and completely gives up on trying is a heartbreaking sight.
Two words: Kotetsu's (apparent) death.
Made all the more heartbreaking by the conversation Kotetsu and Barnaby are having, where Kotetsu declares how happy he got when Barnaby started calling him by his name, all while Barnaby holds him and tells him that giving up is not like him.
It's times like those when you realize just how much good voice actors are necessary, as Barnaby chokes out his words and his voice breaks.
Barnaby: [sobbing] I've been learning to make fried rice and that's your favorite dish! So you have to live so you can try it!
Episode 25: The whole scene in which Barnaby visits his parents' graves.
Nathan's backstory. They've had to work through a lot of self-loathing with regards to their gender and sexuality, and despite being The Pollyanna for the most part, they still have scars on their heart from it. At least until Pao Lin's words of admiration snap them out of their nightmare. Painful Reality Subtext aside, it's really hard to see the usually impervious Nathan suffer so badly.
It was also heavily implied that his parents disowned him after he came out to them.