The Hatter's emotional state. He's literally dying of despair until Alice tells him the Red Queen has his family. This is especially true when Alice comes to see him after her time-travel adventures. He's in bed motionless and almost completely white. The Underlanders are gathered around him, convinced he's on his deathbed. Even after Alice begins talking to him, it takes him such a while to respond that the viewer might almost be convinced he's not going to recover.
Iracebeth hitting her head as a child. While the modern-day Red Queen is not a very sympathetic character, it's surprisingly pitiful to see her as a little girl, lying on the snowy street and crying softly about how her head hurts.
Then there's young Mirana's reaction, how she watches in complete silence, tears in her eyes and knowing what happened was her fault.
Near the end of the film, as the whole of Underland turns to rust, the "animal" gang runs out of room to run away. As they say their goodbyes to each other, Bayard jumps in front of his friends to defend them at the last second, snarling in defiance as he is the first to be turned.
Cheshire simply smiling and quipping "Time's up..." as he's consumed by the rust. Not helped at all by the fact that it's perfectly in-character for him.
Mirana refuses to leave the frozen form of her sister behind and is turned to rust right along with her.
The fact that this movie features the late Alan Rickman's final appearance in a film.