Near the end, when Max leaves the island. It gets sadder when the monsters all start howling.
The lead in to this with Max finding that Carol destroyed his own beautiful model forest, then Carol leaving indifferently when Max announces that he's going home. Carol goes to the remains of his model to cry, and he finds a heart (with a 'C' for Carol in it) that Max left for him. Carol then snaps out of it and runs to see Max as he sails off, arriving too late for a hug, but just in time to howl at him, and Max howls back.
This movie is EVIL. Why couldn't the movie let Carol hug Max? Was that just too happy for you, movie? People would've cried if that had happened, too. Just different tears.
"I'll eat you up, I love you so."
Max's adventures with the Wild Things are sensationalized versions of the stuff he does for attention, except in happier contexts.
Alexander's line when everyone is arguing. "Does anybody ever hear me?" And no one responds or even acknowledges him. They just keep arguing.
Alexander in general. He gets largely ignored by everyone for most of the film (Max doesn't even remember his name after spending a fair amount of time on the island, and having learned everyone else's), and even when they do notice him, he tends to get treated less than decently. Even Douglas, who is pretty much the Chew Toy, gets in on picking on him a bit. It also givessome insight as to why he makes snide remarks to Max over the course of the story; Max's arrival means that everyone else will be even less likely to pay any attention to him, so now he has to try even harder to get them to. And it still doesn't work! It's not until he legitimately gets injured in the process and just gives up that someone (Max, ironically) reaches out to him, and even then, his dialogue implies that he still harbors misgivings about it.
The situation of Bernard, the bull, is really kinda sad if you think about it. He just lumbers around for the entire movie, watching the plot happen and everyone else interact, and no one ever even makes an effort to talk to him. During the Dirt Clod fight, he gets immediately allocated to the "Bad Guy"s team without anyone ever asking if he wanted to, and later on, we see him get hit continuously by dirt clods. His only response is to give a melancholic grumble and sit down. And when we finally hear him speak just before Max leaves the island, Michael Berry Jr.'s contribution of Vocal Dissonance is jarring; we would expect a low, gruff, guttural voice, but instead we get a soft, timid, surprisingly high-pitched one. Just try and say you didn't react to that.