After Captain Bannon's Heroic Sacrifice in World in Conflict, there's a short cutscene where his mother listens to the last voice message from him. It narrates how good a soldier he was recently, encourages her that the war soon be over, and says he is out of danger for now. Then you realize that she has been crying all along, meaning that the news already reached her...
When Bannon contacts Colonel Sawyer to describe the advance and tries to apologize for his actions in earlier battles, Sawyer tells him that he's honored to have served with Bannon. Death may equal redemption in this case, but despite Bannon being The Scrappy for much the story, you can't help but feel the emotion in Sawyer's words. His silence immediately afterwards is sobering.
Seeing Seattle in ruins drives home how terrible war is.
The briefing for the defense of Cascade Falls happens in an elementary school classroom, with an alphabet poster above the chalkboard Sawyer is drawing tactical diagrams on. That really helped the impact of this war hit home... and then you consider that nearly EVERY war occurs in someone's home, in their schools, their streets...
The late storyline of the Soviet Assault expansion was just horribly sad. Where to start?
Sometime during the raid near Murmansk, Captain Malashenko learns that his wife and daughter were killed by a NATO raid. The kicker? It's implied that they were among the civilians that Bannon massacred. This eventually leads to Malashenko's increasing Blood Knight and Knight Templar tendencies, as well as his implied death in Seattle.
Orlov's fate. He's a generally decent guy who cares about the soldiers under his command, and often does his best to prevent needless bloodshed. He's killed by his own nephew for ordering a retreat from the United States, as he knows that the invasion is hopeless at this point.
The final half of the last mission, Fratricide, in which Lebedjev and Romanov assume control of Orlovsky's unit and mounts a desperate Hold the Line defense against the vengeful American forces to protect a convoy of wounded soldiers. Orlov has been killed, and Malashenko has taken his men to Seattle, where they will likely be killed in the battle. Most heartwrenching was the music playing in the background at the last stand, and Lebedjev's calm comments highlighted the hopelessness of the battle.