The death of Nathan Hale. Even James cries in that scene.
United We Stand: James's reaction to seeing Mr. Parker (the sailor who was tarred and feathered). After going through the episode thinking that the man got what he deserved, he's treated to a rather graphic description of what happens when you're tarred and feathered, taken into the room to see the man covered in bandages and tearing up in pain, and then told that the tears cause an unending cycle of pain because the salt in the tears only makes that man hurt more. James starts crying.
Moses: I brought the young man I mentioned earlier. Can he ask you a question or two?
What makes this even worse is it's unclear if he survived or not.
Two words: Cousin Tom. Sarah's tears during that scene say it all. Not to mention her narration afterwards:
Sarah: Oh, mother, tom's death seems to me a sign of awful things to come. This conflict is not at all what James thought it would be. It won't be simply contest of ideas. It promises to be a contest of arms. It promises to be everything I had prayed we would avoid.
The real-life fate of Cornstalk and his son in the episode The New Frontier. They're detained at Ford Randolph, even though Cornstalk's tribe was neutral, and then they're wrongfully executed. Sarah is so horrified by what happens to them that she outright leaves the colonies and returns to England.
The reactions of the other main character's to Sarah's departure in the same episode can be seen as a Tear Jerker. James is so upset that he refuses to say goodbye to her, and is still somewhat bitter when she returns three episodes later. Henri, like some viewers, perhaps, is in silent tears during the scene. Walter Cronkite's solemn narration as Dr. Franklin really helps, as well.