Marcus' death and funeral in "The Path Not Taken".
It gets even more heartwrenching in "Mortal Beloved", in which Hades agrees to restore Marcus back to life, but only for 48 hours, so that he and Xena can retrieve Hades' stolen helmet (without it, he is nearly powerless). When Marcus is nearing the end of his second chance at life, he and Xena kiss, before she plunges a dagger into his heart. Then she tearfully pleads with Hades to send Marcus to the Elysian Fields, rather than allow him to spend eternity in Tartarus. He judges Marcus as worthy for the Elysian Fields, but of course Xena can't stay... cue another emotional goodbye. *sniff*
Gabrielle: You'll be together again one day.
Xena:(fighting back tears) We'll never be apart. (holds her fist to her heart) He's in here, forever.
Xena trying to revive Gabrielle in "Is There A Doctor in the House?". Of course, Gabrielle gets better, but still:
Gabrielle's death at the end of "Sacrifice, Part II".
The ending of "Death in Chains", when Celesta takes Talus to the Underworld while Gabrielle looks on, absolutely devastated.
It gets even more heartwrenching when she collapses into Xena's arms, sobbing against her chest.
"The Greater Good". Believing Xena to be dead, Gabrielle manages to hold herself together for a little while... until she goes out to the woods and starts beating a tree with her staff, screaming and crying.
Believe it or not, even Salmoneus has his moment in this episode. He's usually such a goofball, but his quiet display of grief upon finding Xena apparently dead on the floor definitely tugs at the heartstrings.
Xena finding her son Solan dead at the end of the second act of "Maternal Instincts". Her screams of absolute anguish are heartwrenching.
Despite being a very bizarre episode, "The Bitter Suite" had its moments such as Xena and Gabrielle's confrontation in the Hall of Echoes.
Xena: It echoes whenever we talk about the past. Tell me something not in the past!
Gabrielle: I hurt inside! Don't you?
Also from The Bitter Suite, is Xena's song to Solan and Gabrielle, asking them to forgive her for lying to protect them, especially the half to Solan. One can see Xena's trying so hard not to break down sobbing, and she wants their forgiveness so bad. It's such a touching song, too.
The end of "Forgiven" when Xena refuses to undergo Apollo's ritual of forgiveness and just walks away.
Hope and her son The Destroyer dying in each other's arms was sad. They did an excellent job of giving it an air of tragic pathos.
The end of A Comedy Of Eros. The look on Joxer's face when Gabrielle laughs off the idea of him and her getting together. Innocently Insensitive much, Gabrielle! After she walks away, Joxer gives a very bitter and sarcastic "ha ha." Xena places a hand on his shoulder in a gesture of comfort, and as she walks away too we can see Joxer about to cry. He may be an annoying goof-ball at times, but his serious moments are truly serious.
The murder of her son Solan, where she denied it at first and cradled the teenager's body like a baby as the truth started to sink in.
"A Good Day" ended with Xena & Gab saving a village from Caesar and Ponpey's armies but many people died in the process.
"The only thing we can take from this is that it's been a good day of fighting".
The first example is sad enough, but you could see it coming, so you'd think it wouldn't be that sad. But then this line comes up:
"Solon. Solon, please. I'm here now. Your mom is here now just like you always wanted."
The end of "Destiny".
"Been There, Done That".
Most of the Xena/Gabrielle scenes from "One Against an Army"
The end of "Sacrifice pt. 2"
The crash scene and aftermath of "Looking Death in the Eye"
The poem scene at the end of "Many Happy Returns"
The two "Friend in Need" episodes, especially the bit around sunrise of part 2.
Gabrielle at the end of "The Deliverer." Forced to kill and used in a horiffic ritual. "Everything's different now."
So much of it in "Orphan of War." Xena gave up Solon during her warlord days both because he would be a target and because he would turn out like her. Years later, she encounters her son, who believes she murdered his father and is still a monster. Though those opinions are corrected, the episode ends with Xena not telling him the whole truth. It's the right thing to do, but you can see how much it hurts in that last shot.
Toward the end of "Coming Home," when Ares thinks he's just killed Xena, his reaction is just brutal to watch.
Zues's death in God Fearing Child. Even as Hercules kills him he acknowledges his fate and even tells him that he's always been proud of him. Even when Hercules kills him he expresses pride.