Katniss begging Haymitch to help her get through the Victory Tour, to keep up the "romance" to ensure the safety of her loved ones. Brilliant performance from Jennifer Lawrence here.
Effie induces these throughout the film. After the announcement of the 'twist' for the 75th Hunger Games, her Capitol veneer is never the same. Not only is she openly upset during the Reaping, she also insists that Peeta and Haymitch get something gold to match her hair and Katniss' mockingjay pin, to show the world that "we are a team!". And then she openly starts tearing up during her goodbyes to Katniss and Peeta.
Effie: [tearfully] You both deserved... so much better...
Effie's goodbye just prior to the Games replaces Venia's quote from the book: "We would all like you to know what a privilege it has been to make you look your best." It's heartbreaking because in the book, Katniss's reaction is that the prep team knows she's going to be killed in the Arena, and that they haven't just become attached to Katniss and Peeta's romance or all the post-Games attention, but have come to care about her. In the movie, Effie's goodbye serves the same purpose, and also makes clear that in Effie's mind, Katniss and Peeta have proved all they need to prove. They are her Victors, not her Tributes.
Effie: And I'm... so proud of my Victors. So proud.
Haymitch too, for that matter. He outright shoves Peeta behind him during the whipping scene, making it clear that even though Haymitch and Effie may not have that much in common as people, they are united by their common wish to keep Katniss and Peeta alive, especially in the arena, a place where they themselves cannot protect them.
Solidified when Haymitch smiles and both he and Katniss take Effie's hands during her "we are a team" speech on the train. She may annoy them, but that scene indicates how much they care about each other.
Everyone's reactions upon hearing about the rules for the Quarter Quell. Katniss stumbles out of the house in shock with a look of absolute terror on her face to go cry in the woods, Peeta is utterly devastated as the implications sink in, and Haymitch screams and throws a bottle at the television. Made worse when you hear Katniss' mother completely lose it, because her daughter is going back to the Games, and Prim can only manage a stunned "Katniss?" before Katniss makes her exit.
The launch room scene is tear-jerking enough, but for fans who've read the books and know what's coming...
And even if you've read the books, it's still horrifying, Katniss watching Cinna, one of the very few true friends she has, and one of her only real supports during the Games, be beaten to death while she can do nothing. Katniss screaming and pounding on the doors is heartbreaking. Not to mention that Cinna knew exactly what he was doing, and took the risk for his beloved Tribute regardless.
It only adds to the tearjerker by doubling as nightmare fuel, what with Katniss being launched into a terrifying deathmatch that is just a hair over one minute from starting. Just imagine the nerves it took to keep cool enough to examine her new surroundings.
Cinna: Remember: I'm still betting on you, Girl On Fire.
Katniss screaming during the jabberjay attack when she can't reach Peeta, as well as her and Prim yelling for each other.
Not just that, but it's Prim, Gale, her mother, all the people she cares about in Twelve she can hear, begging her to help them and screaming in pain. As well as Finnick desperately yelling for Annie.
Finnick's face right after the Jabberjay scene, when Johanna asks him if he's okay, did it for me. Everything he felt right at that moment was communicated in one look.
Katniss speaking in District 11 before the families of Rue and Thresh. She says Rue was not simply her ally, but her friend.
Rue's family during that scene. Just...no words.
This troper hasn't watched the movie. But she saw the clip where one gentleman (the credits indicate its Rue's grandfather) started to give the District 12 salute in this scene and almost teared up.
This troper started outright bawling in the movie theater at that part.
And the score was "Rue's Farewell", from her death scene in the first movie. That's what did it for me...
And note that her father isn't present, implying that he was killed in the previous film's riot. He may have even been the man who started it.
Adding to the sadness of the scene - All three of Rue's sisters look like her.
The death of the female Morphling, her throat torn out by the monkey mutts. Peeta was holding her in the water as she slowly died, sobbing in terror and pain the whole way, and tried to calm her down with the image of the rising sun.
At the end of the interviews with Caesar when all the tributes hold hands and the lights in the stage go out, leaving them silhouetted against the background. With Panem's anthem playing in the background it makes the scene moving and heartbreaking, especially when you know almost all of them will die.
The scene when Peeta gets electrocuted by the barrier, and after Finnick saves him through CPR. Katniss' relief when he starts breathing again is both heartbreaking and heartwarming.
Peeta:[gasping for breath] Wa... watch out, there's a forcefield there...
Katniss:[openly sobbing and hugging him] Oh my god, Peeta! You were dead! You were dead! Your heart stopped!
Peeta:[smiling and hugging her back] Don't worry, don't worry... it's working now.
The scene intercut with the above, with Snow watching the Games with his granddaughter, is both oddly sweet with the granddaughter's reaction and terrifying because we know what Snow does with that information in Mockingjay...
Snow's granddaughter: Someday I want to love someone that much.
Snow: And so you shall, my darling. So you shall.
Mags's death. Even when you know it's coming, because there's zero chance of someone as old and frail as Mags surviving the Quarter Quell. Despite that, she goes out on her own terms, sacrificing herself to the poison fog so Finnick, Katniss, and Peeta will live.
Before that, when the District 12 team are watching the choosing of the other Tributes for the Quarter Quell, Mags shoves Annie back and raises her hand, insisting on volunteering herself. She's seen so many children she mentored dying, and now she can finally go in their place. Haymitch says it best:
"She's a wonderful woman."
Peeta reminding Katniss that she has her mother, Prim, and Gale to go home to, but he'll have nothing if he makes it out alive.
Katniss: What about you?
Peeta: Nobody really needs me.
Katniss: I do. I need you. [they kiss]
The dialogue of that scene is even more heartbreaking after reading Mockingjay, where Katniss only appreciates how much she needs and cares about Peeta after his hijacking
It ties in with the fact that earlier on, he was shown watching President Snow's announcement alone, and it foreshadows his family's death in Mockingjay.
When Katniss finds out Peeta has been captured by the Capitol, and she loses it on Haymitch, sobbing and clawing at him. Especially as she's still fighting and crying, even as the tranquiliser takes effect.
Katniss: [sobbing] You son of a bitch! You said you would save him over me! You promised me! You're a liar, you're a liar!
One of the scenes added for the movie is Katniss having a flashback of killing Marvel while she shoots a turkey. It is the first shot of her PTSD we get, and its so hard to see our heroine breaking.
"I'll see you at midnight." Especially if you've read the books, and know that these are the last words they will say to each other before Peeta's hijacking.
The death of the gentleman who saluted to Katniss and Peeta after their speech. It's implied the Peacekeepers picked him out of the crowd to kill because he was the first one to do so. The ensuing breakdown Katniss has is also horrible.
Similarly, when two teenagers do the salute defiantly at another stop, and are once again pulled out of the crowd by the Peacekeepers
When the group head for the lightning tree to lure out Brutus and Enobaria, the anthem starts with images of the Fallen. As it pans to Wiress, Mags and the female morphling, the camera goes to Beetee, Finnick and Peeta, respectively, who stare solemnly at their faces in the sky.
Likewise, Mags during the first Fallen scroll. While the others watch to see which tributes have died, she lies curled up on her side, unable to look at the faces.
Effie's face at the Quarter Quell reapings in Catching Fire. She reaches into the bowl with that one lonely piece of paper in it, all the while knowing that she's going to pull out Katniss' name, and you can just tell that she's struggling to hold it together. She doesn't look much better when she's reaping the boys, knowing that she's either going to pull out Peeta or Haymitch's name. Although it really shows how close the four have actually become (whether or not they'll admit it), it just makes it all the more heartbreaking knowing what could happen to them.
Also, after Katniss and Peeta are selected as Tributes for the Quarter Quell, Katniss isn't even given time to say goodbye to Prim, with Thread shoving her through the doors. Her heartbroken expression sells it.
There's definitely one that ties in with the first film in the fact that Rue's mother is standing alone with all of Rue's younger siblings. The man that starts the riot in District 11 after Rue's death is heavily implied to be Rue's father, which means that he was most likely killed as a result.
The girl giving Katninss flowers starts out as heartwarming...until she tells Katniss that she'll volunteer for the Hunger Games when she's old enough. Katnniss's face is still and somber, realizing that no matter how bad the Hunger Games become, some people, children included, will still see it as a cool sport.