Turns into a heartwarming moment when Chazz breaks free from the mind control and uses his Ojamas again.
Chazz, Alexis, Hassleberry and Atticus all being sacrificed by Brron and seemingly killed off. Along with Jaden watching in horror.
Jaden trapped in the mind of the Supreme King. The happy-go-lucky hero who's reaction to immensely powerful harbingers of doom and darkness have ranged from comedic to inspirational is trapped in a perpetual Despair Event Horizon where he's unaware of the horrible things the Supreme King is using his body to do, and where he can only wallow in self-loathing as he blames himself for his friends' apparent deaths.
The above entry is so traumatic for him that he spends almost the entirety of the final season as a cynical Hurting Hero. He rarely spends time with his friends, almost never smiles, only duels—his passion and most joy-inducing pastime—when doing so is absolutely necessary when it comes to saving the world.
The other Broken Ace, Ryou/Zane, was just as heartbreaking. Used to be respectful despite his stoic and aloof behavior, he finally snapped after a humiliating loss and willing to do anything to achieve victory even at the expense of his little brother. Syrus is left heartbroken that he couldn't save his big brother. Ryo gets better, but it's still sad to see the once respectable Kaiser bounded to a chair.
His duel against Syrus in season 2 gets even more heartbreaking when you realize that Syrus only kept hold of his ideals because Jaden was there to support him. If Zane had had one single person who still believed in him by the time he ended up in the Underground, he might not have broken.
Syrus in season 3. After losing his big brother emotionally, he now faces the same situation with his best friend.
Jim trying to save Jaden from the Supreme King. Jim knows Jaden is Not Himself and desperately tries to reach Jaden inside. Why? Because Jaden was his honest and simple friend. Despite Jim's Determinator attempts and a fierce duel, the Supreme King cruelly kills Jim without any remorse.
Zane dies. Especially when Jaden promises that he'll "shine even brighter and make a miracle", and Zane says "I'm sure... everyone who died... wanted that too". And then with Syrus's sobbing going on and on...
The flashback of a young Yusuke Fujiwara losing his parents at the morgue and Honest appearing to embrace him.
The end of Hassleberry and Professor Satyr's duel is this and a heartwarming moment, when Hassleberry figures out that he pulled the scheme to pull the Ra's at the Red Dorm back out of loneliness, because he didn't want to be alone in the dorm anymore.
Jaden's reconciliation with Yubel at the end of Season 3. After laying everything bare in a Motive Rant, the gut-wrenching embrace they have at the end isn't that far-fetched, really.
Professor Viper's backstory is heartbreaking, despite how he had been, you feel for him when his adopted son dies. And then Yubel lied about resurrecting him.
From Season 4, Episode 178: Yubel being forced to attack Juudai head-on by Darkness. The look on her face as she's forcibly dragged across the arena an inch at a time is absolutely heartbreaking. Followed by a Crowning Moment of Heartwarming when Juudai takes her hand and vows "I'll get you back, no matter what!"
Fubuki screaming for Asuka after she's lost to Darkness.
From the manga, when Midori realizes she has to sacrifice the possibility of getting information on her younger brother Koyo's coma out of Reggie to prevent Judai from having to duel her, accompanied by a mental vision of Koyo telling her she's doing the right thing. She's unable to win, though, and collapses, comatose in front of Judai.