After that scene, the song that plays, "Rakuen", is difficult to listen to just on the OST.
After Wolfwood's death, Vash is eating donuts in a lively, ordinary town, remarking at how wonderful being alive is and at all the people. He then suddenly breaks down in tears as he thinks of all the horrible things that have happened to him, as well as the fact that many of his friends are now dead. And then Legato shows up.
And when it doesn't seem like Vash is actually grieving beyond a stoic silence, and it seems like while all the other deaths he's encountered destroy him emotionally, Wolfwood's doesn't effect him. Then the beginning of the next episode shows him as he used to be, cheerfully buying donuts and happy as could be, and then suddenly he can't take more than one bite before he absolutely breaks down.
Vash crying and praying for God to do him one favor in the manga as he and Wolfwood sit in the ruins of Wolfwood's childhood home and share one last drink before Wolfwood dies. And as the children he just saved fly to safety, they get one last message to him: welcome home.
And Vash and Knives's childhood.
And much of the Trigun Maximum manga, especially Tesla's story and its impact on the twins, the post-apocalyptic world that follows Knives's collecting of most of the plants, the past of characters such as Nicholas D. Wolfwood, Livio, and Legato, and the ending of the manga -especially the powerfully symbolic (but potentially Narm-inducing) scene in which Vash and Knives fly away hugging each other.
Vash being forced to kill Legato execution-style, in the head, or risk the lives of Milly and Meryl. The look on his face when being forced to, for the first time, wilfully and knowingly kill someone.
Not to mention his horrible screams in the next episode after he realizes what had happened.
And, later in the same episode, the fact that the townspeople tie him to a freaking truck and drag him across the ground, despite the fact that he was severely wounded and hadn't done anything to hurt anyone in the town, all because of the horrible reputation he doesn't even deserve. The way he just takes the abuse is heartbreaking.
Episode 16. Just seeing Meryl so distraught after Vash ended up destroying the city of Augusta. She cries for a good half of the episode, and it's this point how clear it is she has feelings for him. The slow pans to everyone else Vash has helped in past episodes looking upset at the news is heartbreaking as well.
The episode "Goodbye, For Now," after Vash blows a hole in the Fifth Moon with his Angel Arm and goes to live with Lina. The scene that struck hard was at the very end, when Vash is saying good-bye, and it shows (in a flashback) him in a dark alleyway, completely broken and scared of what he could do after the incident.
When Vash and Knives fight as kids over killing the spider to save the butterfly. Vash's "I wanted to save them both." It just... sums up Vash.
In the movie, when you find out that not only was Amelia Gasback's daughter, but she was only 19. If Vash hadn't let Gasback escape back then, she would have never been born.
The Seeds ship crashes when the Gungho Guns attack and the people aboard blame Vash. Brad (who'd been a bit of a Jerkass toward Vash when he first arrived aboard ship) sticks up for Vash and tells everyone it's their own fault because they wouldn't accept reality. Jessica runs up to Vash, it's a puppet, she shoots at Vash, and Brad puts himself between Vash and the puppet. Brad dies for Vash after he distrusted him.
In the fifth episode, there's an entire city on the hunt for Vash... because it's the only way for them to get the plant operational again, due to lack of funds otherwise.
In the sixth episode, after decades of planning her vengeance, Elizabeth gets her chance to shoot Vash for Lost July... but finds that she can't. And it's then that she realizes that Vash had been the savior who sheltered her when she was orphaned.
Of course, Rem's death. Imagine that the woman that's the closest thing you have to a mother just sacrificed herself to save you, your brother, and the entire race? ...Now imagine that the reason she had to do it was because of your brother. Knives, you bastard.
The manga chapter where Vash resists getting stoned by villagers by using his power and terrifies Meryl due to her memories of his fight with Hopperd, to the point where she recoils in fear when he reaches out to her.