The cliffhangers of Episodes 39 (Seven's crucifixion) and 48 (Dan severely hurt (just how he got hurt and why is a Tear Jerker onto itself) and angrily blamed for Amagi's kidnapping after putting his life on the line to save his teammates).
Dan's struggle to keep his promise to be there for young Osamu's surgery in Episode 38
Windam's death in Episode 39
Anne's uncle's offscreen death that ties into the main plot of Episode 8 (people going postal).
On a related note, Anne's uncle was an airline pilot, talked about as the best civilian pilot in Japan whose plane went down after he smoked a tainted cigarette and went postal, killing 130 people.
Episode 8 also mentions oil tanker and train disasters caused by smokers.
In Episode 24, Furuhashi nearly died in an on-air collision with an airliner just as his mother flew in from Hokkaido for a visit... (They just had a brief animated conversation over the radio when she stopped by.)
In the next episode, the Pole aliens cause a massive snowstorm in Japan. Dan is outside patrolling in the Pointer, when the vehicle stalls. He walks out in the snow, can't see ten feet ahead of him, the cold's getting to him even as he's an alien, he drops the Ultra Eye in the snow, passes out, the aliens (surrounded by flames) taunt him, a kaiju attacks outside, another attacks the base (whose weapons and equipment are frozen), and Mikuras can't defeat the kaiju. Once he finds the Ultra Eye and transforms, he realizes he's just too weak to fight, so he flies into the sun to recharge. He saves the day anyhow, yet the aliens inform him that they figured out his Achilles' heel and they'll meet again. Maybe they worked for the Guts aliens.