These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Season 3's finale and season 4's premiere had Emil Dornvald, a mercenary working for an African dictator. The missing person of the week is in love with a rebel opposing said dictator and knew where he and his friends were holed up. Dornvald cold-bloodedly murders the pregnant teenager she's been mentoring and is very fond of, sends her a picture on the girl's phone, and offers to stop killing her loved ones if she just tells him where the men are.
Season 6's premiere had a con man preying on families who had adopted children from Africa. He'd claim to be the kid's birth father and guilt the parents into surrendering the kids to him, whereupon he'd take them and sell them on the black market. He also manipulated a Sudanese war orphan into helping him by claiming that he was only stealing the children to get them back to their birth parents, the young man having lost his own mother to militants. When the orphan finds out he's been had, he brutally stabs the guy to death and the FBI quite understandably decide to look the other way.
Hollywood Pudgy: One episode had, as the victim, a girl with a noticeable but reasonable amount of heft to her. She was treated as though she were morbidly obese: she had only one friend, was constantly terrorized for her weight, and had massive self-esteem issues.
Christina Hendricks who is now well known for Mad Men was the missing person in the episode "Check Your Head". She kisses a girl. Nor is she the only person in this episode who became famous afterwards, which features a cameo by a certain future Hiro.
Jack's daughter Hannah was played by Vanessa Marano, who would go on to play Bay Kennish.
Tear Jerker: One episode ended with Malone desperately searching for a car with a possibly-dead person in it, expertly edited and backed by Moby's "One of These Mornings". See it for yourself, it's like Tuco looking for the right grave in The Good, the Bad and the Ugly. This is by no means the only tearjerker though.
The end of Wannabe.
"Neither Rain Nor Sleet." At first there's the suspicion that Rosie Diaz could have even been implied to be involved in pedophilia, but as the truth comes out, it's evident she was truly a good and caring person... Which makes her death at the hands of her brother, whom she had always tried to help for her whole life, (and who-unknown to her-set up for Rosie to be suspected of children abuse just to have her foster children out of the way) even more tragic.