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Tearjerker: Dream House
The scene where Will sits in the house alone, realizing that he is Peter Ward.
The scene where Will relives seeing his daughters shot to death.
For this troper, the real punch was when Will/Peter realizes exactly what was going on in his house. From his point of view, his wife suddenly stops talking to him over the phone. Then, he just hears her say "Please, put the gun down!" He has a pretty good idea of what's going on and runs inside to save them, but it's pretty much too late.
The penultimate scene, where Will/Peter says goodbye to his family for the last time.