Let's face it, Harry's entire character arc is a pretty much one long string of Tear Jerker moments. Let's see: he was injured by the Frightful Four when he was trying to protect MJ, later on he feels neglected by his father, who in early episodes of the series was stern and involved in evil activities yet showed concern for Harry when he was in danger, because he pays more attention to Spider-Man and also feels abandoned by Peter, believing that Pete only hanged out with him because he was rich after hearing mean-spirited comment from Nova. Later on he gets a symbiote and tries to be the new hero of the city, but he can't control it and quickly gets taken over by it and the only people who care about him are Peter and MJ, while his own father begins to ignore him and doesn't even care about him unlike in previous episodes, where Norman at least tried to talk with Harry, making Harry resent Norman and his rage increases while he is in Venom Form. Just as it seems that Harry is free from the symbiote, it turns out that a piece of it is still in him and Harry is once again under the symbiote's influence and going on a rampage. Furthermore, Harry is viciously attacked by Spidey's team, who don't know who's inside Venom symbiote and don't really care (granted they do find out and try to help him, but still) and attempt to destroy him and only Spider-Man genuinely tries to save him and free him from the symbiote, while Norman only shows interest in him when he finds out that Harry is Venom in order to manipulate him and only sees Harry as a weapon. Later on he and his father get attacked by Doc Ock and has to deal with the fact that other characters are (correctly) getting suspicious about Norman. In the season finale Harry sees his father, who has turned into a monster, and believes that it is all Spider-Man's fault and thinks that S.H.I.E.L.D doesn't care about his father and do not try to cure him, instead seeing him as just another supervillain to be taken down. The season one ends with Harry feeling betrayed by the rest of the world and his pleasant life destroyed. Harry becomes somewhat withdrawn from rest of the world and gives up on his father, while also becoming distant towards Peter. Later he has to deal with Carnage, who is actually Peter. Harry in his Venom from tries to kill Norman and sees himself as monster. Just when it seems that Goblin shows care for Harry by telling that his father would have been proud of him, he drops Harry from great height afterwards. Things don't get better, since in "Venom Bomb" Harry is still on bad terms with Spidey and still feels that no one is trying to cure Norman. But even after Norman is cured Harry is still bitter, as mentioned in an entry above. And his character arc hasn't ended, meaning that Harry will have more bad things happening to him in future episodes. If anyone deserves a happy ending in the series it's him.
A brief one in "Venom". Nova tells Peter that the team are friends with him now, so he doesn't have to suck up to rich-kid Harry to have a pal... right as Harry had walked up to the table. By both the way Harry stormed off and Peter's reaction, it's likely Harry has wondered if his money's why Peter stays around, and Peter's his best friend so he probably knows Harry might have thought about it too.
Ava's backstory, and the flashback to Uncle Ben being killed.
Spidey trying again to reason with Conners/Lizard near the end of "The Sinister Six". Rarely have Spidey's puppy-dog-eyes been so moving.
Harry and the Green Goblin meeting. Harry's become Venom, and he's attacking and trying to kill his father in a blind rage. When Peter tries to talk him out of it, the sheer resignation in his voice is just heartbreaking.
After barely defeating the Green Goblin and Venom with the last of the power in his Iron Spider armor, Spider-Man fails to stop the self destruct sequence of the Tricarrier, and just gives up, presumably accepting death. Thankfully Nick Fury was able to stop the countdown at the last second, but seeing our hero ready to die after giving it his all is heart-wrenching.
The second meeting between Spider-Man and Harry in "Venom Bomb"'. Spidey is able to deliver some good news: Norman is back to normal. The rest of the meeting, however, is rather somber. Harry is unable to see his dad and seems resigned of that not happening, despite Spider-Man�s promise that Harry will be able to see him soon. Harry also bitterly mentions how "everything's changed now", implying that things will never go back to the somewhat more pleasant times they were before.
In "Second Chance Hero", Harry was willing to let himself die in a elevator crash after all the crap he's had to put up with in his life. What makes the scene more tragic is that Spider-Man, unknowingly to him his best friend Peter in disguise, is left to unsuccessfully convince Harry to rethink his decision. Even though Spider-Man is blamed for ruining his life, Peter is still determined to prove himself to Harry that he will always be there for him through thick and thin.
Power Man's backstory, while not true to his comic's origin is still very tragic.
Spider-Man failing to save Curt Conners/The Lizard again at the end of "Stan By Me". When we're given a glimmer of hope of Conners being returned to his normal self, the problem is actually made worse. The machine meant to correct Conners' brain waves and return his human consciousness instead strengthens his Lizard side, completely suppressing his humanity. Having succumbed to his monstrous state, Conners escapes into the sewers yet again with unknown intentions.
Norman Osborn of all people evokes this in the Season 2 finale. He truly was disgusted by his deplorable actions throughout the show and wanted to change for the better and help people. But, Doc Ock forcibly changes him back into the Green Goblin, and now he's more Goblin than human so Dr. Connors can't help him for now. It's a tragedy.
His screaming in protest as Doc Ock injects him with the new goblin formula doesn't help.
"Ultimate Deadpool" was perhaps the show's funniest episode ever. Deadpool's real (or rather, most believable) Origin Story, on the other hand...well, let's just say it's classic Deadpool: once you get past all the laughs, it gets so sad you just want to hug him
Ultimate has Spider-Man being force to fight his friend as they (In the Goblin mind set) attack him physically and mentally with mind games. With him telling them to try and fight it!
This incarnation vulture will bring a tear to your eye.
From the comics
In the story "And Sometimes You Get What You Needed", Spider-Man saves a mail worker from a thug. As a "thank you", she introduces Spider-Man to a entire room filled with letters and gifts to Spider-Man from his fans and the people saved in the past year. One letter happened to be from Aunt May, who watched the Frightful Four attack Peter's school (from the first episode) on television. She was worried she would lose Peter the same way she lost her husband, Ben, until Spider-Man saved Peter and the students from certain death. The letter ends with her quoting Uncle Ben's famous words "With great power, comes great responsibility". This shows that no matter how many people hate Spider-Man, he will always be an inspiration for many and appreciated for his acts of heroism.
The first story of issue seven, we end on an incredibly somber note when we find out that the monsters Spidey and Power Man were fighting where a manfestation of a deceased horror host, Adrian Chase, who's spirit came to say goodbye to his son, Trevor. The way the panels are presented are beautiful and set a cold atmosphere for a rather dark and depressing end to otherwise light-hearted series.