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Tearjerker: Shake It Up
During the "Apply It Up" interviews, both of the girls' confessions. Basically, CeCe knows she won't ever be the best student in school, but she gets to be a genius on the dance floor. And Rocky reveals, after annoying the interviewer by talking about CeCe, that when she hit her growth spurt she was constantly bullied, but it's only when she dances that she feels better about herself.
Rocky: Call me names like "Giraffe" and "Tree". (paraphrasing)
Cece's speech at the end of "Add It Up", about how dyslexia makes things so scary for her.
Rocky not returning to Shake It Up Chicago at the end of "Ty It Up".
Seeing the Shake It Up studio in ruins after the fire was pretty depressing.
Georgia talking to Flynn in "Heat it Up" about being a good parent
CeCe praying to God (or whoever's listening) when Rocky goes in for foot surgery... due to an injury incurred while performing one of Ce Ce's dares.