Cassidy sacrificing herself at the end of "The Midnight Zone".
Mr. E's flashback to him and Pericles meeting when he was a kid in "The Gathering Gloom". Especially his line before it: "Were we ever once so young?" Made worse when they reunite as friends at the end of the episode...while plotting Cassidy's murder. How they have changed.
Fred's reaction to finding out his entire life was a lie in "All Fear the Freak". Welker's voice acting really sells it.
The entire ending to that episode qualifies.
Scooby crying for Shaggy after Shaggy gets kidnapped by the Weird Gnome in "Grasp of the Gnome".
There's something both tearjerking and yet heartwarming in how Fred knew that he could get his fake-dad to help with the plan, while his real parents would try to steal Mystery Inc.'s disk peices instead in "Wrath of the Krampus"
Also both is Fred, who has his real parents, admits that while his fake dad was harsh on him (and not his real dad), he still got attention from the man where Brad and Judy mostly ignore him unless they're explicitly using him, to the point where poor Freddy actually feels a void.
It's even more sad when you realize that at the time, Brad and Judy actually did love their son, but since they didn't raise him, they never learned how to actually be parents. Aside from bonding with him over traps, the only parental thing they tried to do was to protect their son from the treasure's curse, which only ends up leading them down a path of corruption by the cursed treasure instead!
The whole story behind Dr. Zin and his daughter in "Heart of Evil".
The Horrible Herd. There's a scene that seems to be a direct shout out to the most traumatizing moment in The Lion King. Except Mufasa's been replaced by Nova. Scooby is understandably devastated. She's found alive, and the Gang rush her to the hospital, but considering how badly she's injured, one wonders if Friar Seras was talking about Scooby when he said "the dog dies"...
The next episode, The Dance of the Undead, features Nova in the hospital. Scooby visits her no less than five times a day, according to Shaggy. In the end, she flatlines.
The first few minutes of The Devouring give us a quick one, but a gutpunch still. Ricky stares thoughtfully at photos of Cassidy before confronting Pericles about going too far. It's starting to look like the exploitation of his company isn't his only regret. The fact that Cassidy had been willing to work for him after all those years and despite her misgivings was a big hint that their past affection hadn't completely died out on her end, and maybe this was one from his. Too bad it came too late; with her death confirmed on Twitter, he'll never see her again. Unless Pericles gets a little too eager with the cobra venom...
In "Nightmare in Red" we learn the spirits of El Aguirre and his men don't want the Nibiru entity to be destroyed which would lead to them being freed because they believe they don't deserve salvation after the things they did. Aguirre makes vivid, horrified recollections of the carnage and he and his men inflicted, while the background music shifts to the sounds of swords clashing and people screaming. This really drives in what a heartless, vindictive monster the creature inside the sarcophagus must be if it is capable of corrupting so many individuals to that extent. Aguirre and his men have spent centuries in limbo believing themselves to be complete monsters because of what the entity did to them.
Also the fact that the Gang believes they are probably only together because of the being, even going as far as to believe they probably would not like each other if it wasn't for that thing manipulating them into being a group.
In Gates of Gloom, the Tearjerker entry for The Devouring gets so much worse. What we thought was Ricky mourning Cassidy was actually him wondering why he hadn't heard from her. Ricky's been unaware that his actions led to his ex-girlfriend's death this whole time, and has been obliviously cooperating with her killer. Upon finding this out, he steadfastly refuses to obey Pericles's order to allow the massacre of every resident of Crystal Cove...until Pericles tortures him with snake venom, forcing him to comply.
In the next episode, before she dies, Hot Dog Water tells him she thought he'd be better than this, to which Ricky replies "So did I." Afterwards, there's a scene where Ricky says that none of them will make it out of this alive, then he laughs and says he's so happy about that fact. Ricky has become so disgusted with himself and how far he's fallen that's become a Death Seeker.
On a lesser note, Freddy sacrificing the Mystery Machine. Seeing the iconic vehicle of the franchise blow up like that...
Hot Dog Water's death in "Through the Curtain." Velma's reaction to the sound of the gunfire and seeing Scooby turn and whimper adds to the punch. "Just keep going, Scooby..."
What about Nibiru devouring almost everyone the gang's come to know and love in "Come Undone"? Seeing their reactions nearly made this troper choke.
When it's all over it's kind of sad that all of Daphne's sisters are stripped of their careers and intelligence, which seems to have come from the negativity in the town. Delilah, especially, because she at least seemed nice, if not a tad gruff.
In general, seeing how the curse affected everybody around the gang and negatively influenced so many people's lives is pretty bad.
Hearing Sheriff Stone cry and say to Mayor Jones, "Tell me this isn't true!" at the end of "All Fear the Freak."
And don't forget at the end of the series, before receiving a disc from the new Mr. E, the Mystery Inc gang feel like they're outcast because not only did they see everyone and everything dead in their old universe, but because of what happened after defeating Nibiru, none of them feel like they belong to this world, especially because they feel that the unaffected love ones they saw were not the same ones they actually cared about. You can't help but give these five a hug.