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Will sadly telling Alana that by turning him down she must feel like she's dodged a bullet.
Alana: I don't feel like I dodged a bullet, I feel wounded.
The last ten minutes of the fifth episode. While interviewing the wife of the murderer they're after, Jack joins the dots and realises that Bella is terminally ill. In the last ten minutes we see him confront Bella about this, and the two are honest and emotionally open with one another for the first time in a long while. However rather than this rekindling their relationship, as Jack clearly hoped, Bella tells him that there is nothing he can do and she doesn't really want to be near him. The episode ends with Will coming into Jack's office and telling him that, despite their arguments throughout the episode, he is just going sit there until Jack is ready to tell him what's wrong. The last shot is of the two sitting in sad silence, side by side.
Will reaching out to the terrified Georgia Madchen in "Buffet Froid" becomes sad but strangely beautiful when she reaches back and grabs his hand, especially in light of the issues Will himself is going through.
The ending of the pilot is one big tearjerker after another. Will desperately trying to save Abigail, Alana angry at Jack for letting Will get too close, the soundless tracking shot of Will walking down the hospital hallway, and the very last shot of the entire episode.
Almost any scene with Abigail Hobbs is somewhere between a tearjerker and endless Nightmare Fuel.
Seeing Will's gradual, painful descent into insanity is difficult to stomach anyway, but knowing that Hannibal, who is supposed to be helping him, is intentionally making it worse, makes it nigh unbearable.
In the fourth episode, Will tells Hannibal that the only time he feels safe is when he looks back at his lit house from distance.
Episode eleven. Will's tearful plea with Hannibal not to lie to him about whether or not anyone else was in the room with them was painful to watch.
Seeing Will crying. Full stop.
The whole thing was torture on Will. His hallucinations are getting stronger, his grip on reality is slipping away, he's sick as hell and still out on the field. In the meeting Jack holds, all he can hear is accusations from Jack (who's really describing Gideon) of him being a murderer. When confronting Gideon all he sees is Garrett Jacob Hobbs. He takes him back to Hannibal's house where Hannibal is still lying to and manipulating him. Will is so stressed out that he has a seizure. When he comes to, Hannibal manipulates him into going after Gideon, whom he shoots before collapsing into the snow outside Alana's house. The last shot is him in the hospital recovering from his Trauma Conga Line.
Georgia as the jaded voice of experience concerning mental illness and the never-ending parade of doctors, tests, and false diagnoses she's been through. "Do you have any idea how many times I've been told I'd get better with treatment?" And then her death. Nothing like finding out for certain you're alive by dying trapped in a coffin of fire.
Her scream and the expression on her face make the latter all the worse. It's just such an incredibly painful scene to watch. Here's someone who had led such a difficult and painful life until now, and just as things appear to look up for her, just a little, by her at least confirming that she's alive and managing to connect with someone who understands her, she dies in one of the most terrible, cruel ways possible. It's a triple dose of hideous irony: she uses a comb on her hair, to reclaim some of the small happiness that Will gave her when he said that she was pretty; the comb makes an electric spark, like the shock treatment that was supposed to be part of her therapy; the spark ignites the oxygen in her chamber, which was designed to help burn victims, and so she burns alive in terror and agony. Because Hannibal Lecter wanted no support for Will and no witness to his own crimes.
By the end of "Relevés", Abigail been hurt by every father figure she's had up to this point. Her biological father forced her to recruit his victims, murdered her mother, and nearly killed her. Will's sanity slippage frightened her so much that she fled from him. Finally, Hannibal revealed his true self to her and killed her offscreen.
Add in her earlier speech to Jack about how she almost died in her home twice, but managed to survive and it makes the implications that Hannibal has killed her even more depressing, especially since they are in the kitchen she once almost died in.
The entirety of the Season 1 finale, "Savoreux". Abigail is dead, Will has been incarcerated for murders he didn't commit, Will's colleagues are devastated by his mental breakdown and alleged crimes, and Hannibal gets off scott free.
Early in the finale, Alana and Jack argue over Will's apparent insanity, in which they determine them both to be at fault for Will's condition. Alana seems perfectly calm and fine. We then cut to a silent scene of Alana in her car, having a righteous, screaming, crying fit.
Winston's Hachiko-esque devotion to Will, constantly running away back to his house.
In "Kaiseki", the Season 2 premiere, Beverly comes to visit Will while he's being institutionalized. He looks and sounds almost pleasantly surprised that she cared enough to visit, which is saying a lot for someone who not only rarely smiles in the first place, but is also incarcerated in a hospital for the criminally insane. And then Beverly whips out some case files and reveals that she's only there because she wants advice on them. Will's hurt at this is nearly palpable.
The opening scene of "Sakizuki": Roland Umber is able to rip himself free from the "human mural" (a process which is obviously agonizingly painful) and break down the door to the silo, only to almost instantly encounter the killer. For several tense minutes he is able to dodge between abandoned cars and run through a cornfield, but ultimately meets his end when attempting to escape the killer by jumping into a river. Umber's struggle to stay alive is astounding and only serves to make his death more tragic, which only becomes more tragic when it's later revealed that he was a recovering drug addict.
The entirety of "Takiawase". Seeing Bella Crawford struggle with lung cancer and her acceptance of death is heartbreaking. Her suicide attempt and her waking up in the hospital afterwards in so much pain is unbearable and then to top it off Hannibal kills Beverly.
Will: "Last thing before casting a line: name the bait on your hook after somebody you cherished. If the person you name it after cherished you, as the superstition goes, you will catch the fish.”
Abigail: “And what did you name it?”
"Mukōzuke" and the aftermath of Beverly's murder. Especially her colleagues' reaction to her death, and when Will imagines her admonishing him to "interpret the evidence" as he recreates her death.
When Jack asks Will why he wanted to come: "To say goodbye." His voice cracks as he says it, and it really cemented the moment.
When Will tries to empath-reconstruct the crime scene, for the very first time in the entire series he just can't do it. He begins shuddering with grief, on the edge of tears, totally unwilling to even imagine committing such a horrible crime against a friend and then desecrating the body. After everything he's imagined doing, including moments he's gotten lost in the re-enactment, this is the first time he's ever been too scared, too sad, too shattered to imagine the crime. But then he tries again. Because someone has to know how it was done and who's really responsible, and because Will knows, at least in part, that it's himself.
Her colleagues' reactions include the remaining two forensic scientists. Zeller's voice is hoarse, as though he's been crying, and Price can barely speak at all.
Chilton being shot by Miriam Lass. Also his fear and panic throughout the whole episode.
Everyone's character development up to this point of Season 2. Hannibal's manipulation has destroyed so many lives and affected them all on some level. Beverly's death for Will and Bella's suicide attempt in particular for Jack Crawford. It really hits home when Will is released and we get to see him back with his dogs, in his own home, with his colleagues, in normal clothing, etc. but it becomes painfully clear that his experiences have drastically changed him. He even admits that he is a changed man and worst of all is that he's now completely alone in his fight against Hannibal as of Chilton's death. Can anyone on this show catch a break?! (apart from you Hannibal)
In "Su-zukana", the manipulation of the disabled Peter Bernadone, described as "cruelty for cruelty's sake."
Also, the treatment of Margot Verger by her family in general, and her brother Mason in particular. He attacked her and broke her arm, yet their family forgave him almost instantly. Even worse, some of Margot's dialogue implies that this has been a regular occurance!
Hannibal sends a serial killer after Will (which is terrible in itself) and one of Will's dogs, Buster, gets injured (but fortunately not killed). Just seeing the poor little guy laying in the snow covered in blood is hard on any animal lover.
A simple exchange from "Naka-Choko", for those familiar with Hannibal's backstory:
Mason Do you have a sister?
Hannibal: I had one.
A scene in "Ko No Mono" has Will and Hannibal talk about fatherhood, and how it changes a man. Hannibal tells Will that his sister Mischa died, and how he viewed her as more of a daughter, and their relationship helped shape him. Hannibal also sincerely apologises to Will for taking Abigail away from him, even as he makes a heartless comment about Will throwing up her ear.
The look on Margot's face, and later Will's, when they realize Mason's plan to surgically sterilise her and abort their child. Even Hannibal looks both saddened by what has happened, although he is ultimately responsible for it, the act is similar to what Hannibal regards his killing of Abigail Hobbs as, an unwanted but necessary act.
The entire finale of "Mizumono" is more or less guaranteed to reduce the viewer to a sobbing wreck by the end because it's just terribleness after terribleness, but special mention must go to Hannibal gutting Will. It may be a Foregone Conclusion we saw coming, but...
And then Hannibal slices Abigail's throat right in front of an injured and dying Will, who is almost in tears while desperately begging for her safety, and it's obvious that he only did it to make Will suffer even more. Considering their previous conversations about fatherhood and how much Will loved Abigail as a potential daughter, it's especially upsetting since Hannibal knew that it would hurt Will more than anything else he could possibly do to him. Will tries desperately to staunch her bleeding — again — but he fails — again — this time because he's so badly injured he passes out.
Abigail: I didn't know what else to do. So I just did what he told me.
Alana smashes through a second story window, and there's no Soft Glass here. It's even worse because she showed so much courage facing Hannibal, and looked so relieved to see Abigail alive. She winds up sprawled on the pavement, getting soaked by rain, grievously injured, and all Will can do to help is call an ambulance and cover her in his coat, trying not to sob.
Jack tries to call Bella one last time as he bleeds out in Hannibal's pantry, but falls unconscious just as Bella answers the phone.
Hannibal Lecter: "Time did reverse. The teacup that I shattered did come together. The place was made for Abigail in your world. Do you understand? A place was made for all of us, together.