To say the least, Breaking Bad is shocking and fans wasted no time in pointing out the most provocative episodes each season has.
WARNING: Only spoilers for Seasons 4 and 5 will be whited out.
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The third episode, "...And the Bag's in the River" has Walt committing his second murder, strangling Krazy-8 in Jesse's basement.
Right in the second episode, "Grilled", you have Hank shooting Tuco, the established Big Bad of the show, with Walt and Jesse about fifty yards away.
"Four Days Out" has Walt's cancer going into remission after he and Jesse cooked several pounds of meth in the desert.
"Mandala" features Combo getting shot and killed by gang members, Jesse becoming hooked on heroin and dragging Jane back into her old addiction, and the introduction of Gustavo Fring, a drug lord with twenty years under his belt.
The penultimate episode, "Phoenix", in which Jane's relationship with Jesse is discovered by her dad, which drives her to blackmailing Walt into turning over the money he owes Jesse. With this in mind, when Walt finds himself watching Jane choke to death in her sleep, he does nothing and lets her die. This episode also features the birth of Holly.
The finale, "ABQ". Skyler finds out Walt's been lying to her the entire season, and leaves him. But that pales in regards to how the episode ends and the reveal of the pink teddy bear's origins: Jane's father, Donald, makes a tiny slip up at work thanks to being distraught over his daughter's death and can't undo it in time. He's an air traffic controller. As in, tells planes where to go. The last scene of the episode is Walt seeing the plane collision and the pink teddy bear falling into his pool. 167 people were killed in the collision.
"One Minute": Hank beats up Jesse as revenge for an earlier Batman Gambit which made him think his wife had been in a car accident. After the beating Hank is disgraced by the DEA and has his badge and gun taken away. As he's about to leave work he gets a phone call claiming that the Cousins are coming to kill him, and that he has one minute before they arrive. In the following gunfight he is shot multiple times before managing to paralyse one of the cousins and kill the other, and the episode ends with all three men down.
"Half Measures" is set shortly after Jesse finds out that one of Gus' allied gangs are using a child to carry out their dirty work. The child was forced to shoot Combo, one of Jesse's friends, in season two and Jesse has been looking for revenge ever since. Walt tells Gus about this and Gus leads Jesse into a meeting with the gangsters, where it is agreed that Jesse will cease his attacks on the gang so long as the gang stops employing children. A few hours later the child is killed by the gang members, and a drugged up Jesse points a gun at them before realising that he is vastly outmatched. Just before he can be killed, Walt runs over the gangsters before telling Jesse to "Run!" as the episode fades to black.
"Box Cutter": Jesse kills Gale with a gunshot to the head. As Jesse, Walter, Mike, and Victor wait for their boss Gustavo to return, he kills Victor by slicing his throat with a box cutter for arriving at Gale's murder scene as witnesses saw him there. It was also served as a warning to Walter to not cross Gus again.
"Salud": Gus singlehandedly wipes out the entire cartel in one move. Walter has an emotional breakdown and calls his son "Jesse".
"Crawl Space": Gus drags Walt out to the desert and tells him that Hank is getting too close. He says that Hank will be killed, and if Walt tries to interfere, Gus will murder his wife and children. Walt rushes into Saul's office and demands the number for a criminal who can give his family new identities in exchange for half a million dollars. He tells Saul to wait one hour, then place an anonymous call to the DEA to let them know that Hank is in danger. Afterwards Walt rushes home to gather the money needed to disappear, only to discover that Skyler has given it to the IRS to get her boss out of trouble, and they don't have nearly enough to obtain new identities. Walt has a mental breakdown as he realises that Gus' men are coming to kill his entire family, and he has no way of stopping them.
And, above all, "Face Off": Walter finally kills Gus in an impressive Batman Gambit, concluding the longest story arc in the show to date and signalling the fist major overhaul of the status quo. On top of that a Twist Ending revealing Walt poisoned Brock and pinned the blame on Gus to bring Jesse back on his side.
The first half of the fifth season:
"Live Free or Die". The season 5 premiere begins with a flashforward, showing us Walt after an inevitable fall from grace, securing an M60 on his 52nd birthday with a new identity from New Hampshire. In the present, he realizes that Gus may have incriminating evidence on his laptop. He conducts a scheme to destroy it, but in the process reveals a more valuable crew to the DEA.
"Dead Freight". Walt and Jesse assemble a crew to pull off a train heist, and just barely get it done in time. While celebrating, a kid riding through on a dirtbike sees them, causing one of the heist workers to quickly pull out his pistol and shoot the kid as Jesse protests, following the creed of "no witnesses."
"Say My Name". Mike's operation is busted and he's on the run, and Fring's men that he's been paying to keep quiet are now loose ends. Walt confronts him about it and in his anger shoots him, only to realize later that he could have gotten the information about them from Lydia. Mike tells Walt to let him die in peace.
"Gliding Over All". All loose ends were successfully whacked and Walt decides to leave the meth business. Then, Hank finally puts it all together and realizes who Walter really is. Good thing he was already sitting down. On a toilet.
Good God, EVERY EPISODE of the second half of the fifth and final season:
"Blood Money". Hank starts to put together his own investigation of Walter, Walter realizes this and finds a tracking device on his car that Hank put there. The episode ends with Walt and Hank confronting each other at Hank's house, both fully aware of what the other knows. Oh and there's fact that Walter's cancer is back and he probably has six months left to live.
"Buried". Marie learns that Walt is Heisenberg, and Skyler learns that Hank and Marie know. Despite Hank's best efforts, Skyler decides to protect Walt rather than cooperate with the DEA, believing that Hank's mission to take down Heisenberg is going too far. Meanwhile, Walt buries his drug profits in the New Mexico desert, which takes up the entire day. Jesse has had a nervous breakdown and is now being questioned by the DEA about his drug money, and Todd and Lydia have taken over Declan's operation with help from Jack Welker and his crew.
"Confessions". Walter makes a "confession tape" saying that he was coerced by Hank who was the true mastermind behind everything in the series. Meanwhile, right before getting a new life and identity, Jesse finally realizes that Walt was the one who poisoned Brock, beating a confession out of Saul and going to Walt's house and pouring gasoline over everything.
"Rabid Dog": Jesse teams up with Hank to take down Walt, and Walt finally orders Jesse killed.
"To'hajiilee". Walt slips up and confesses to multiple murders on the phone to Jesse, which is recorded by Hank. They trick Walt into coming alone toTo'hajiilee, where Hank finally puts the cuffs on Heisenberg. After a Hope Spot for Hank, Uncle Jack and his crew arrive and open fire, putting Hank and Gomez in a shootout they cannot possibly win, and cutting to the credits with a Bolivian Army Ending.
"Ozymandias". While the entire season is one big Wham episode after each other, many a fan will admit that this is THE wham episode for the series.Uncle Jack's crew kill Hank and Gomez, take 6 of the 7 barrels of cash, go their separate ways with Walt, and take Jesse into custody so they can debrief him and have him teach Todd to cook Blue Sky. Walt Jr. learns everything about his parents' involvement in the drug trade. Walt and Skyler get into a fight and Walt Jr. calls the cops on him. Walt ends up fleeing, taking Holly with him before leaving her at the fire department after an epiphany, and the episode ends with him getting into a car with Saul's identity-eraser.
"Granite State". Walt and Saul both disappear using the identity-eraser, with Saul fleeing to Nebraska and Walt to New Hampshire, where he takes the name Mr. Lambert. Walt's plan to absolve Skyler from any culpability has failed, leaving her to face trial, and she is threatened by Todd and Jack's men to not mention Lydia to the police. Todd kills Andrea to punish Jesse for trying to escape, and threatens to kill Brock if he tries again. Walt makes one last call to Walt Jr. at a local bar and, barely holding it together, tells him he wants to send $100,000; Walt Jr. responds with a scathing speech, prompting Walt to decide to turn himself in to DEA. But, seeing Elliot and Gretchen Schwartz announcing on TV that Walt had nothing to contribute to Gray Matter Industries (plus talking bad about him in the process), he decides to leave the bar (avoiding the police), going to talk to Elliott and Gretchen.
"Felina": Walt returns to New Mexico, where he blackmails Elliott and Gretchen into laundering his meth profits and giving them to Walt Jr., says his goodbyes to Skyler, and rigs the M60 to fire automatically using a car engine. Breaking into the Nazi compound under the pretense of having a new meth formula to offer, Walt frees Jesse and mows down the Nazis using his machine gun, killing all of them instantly except Jack and Todd. Jesse garrots Todd with his own chains before fleeing the compound while Walt personally finishes Jack with a headshot. Walt's last conversation with Lydia confirms that he gave her the ricin, and she'll be as good as dead in a few days. Walt then goes to peruse Jack's superlab and dies of blood loss from a stray M60 bullet just as the police arrive.