When we learn that her sister really did commit suicide.
From the Series
When we learn why Constantine checked himself into the asylum - he was apparently unable to save a nine year old girl from being brutally killed by a demon. When the psychiatrist calls her "the girl" one too many times, Constantine leaps up and screams that her name was Astra, and that it's his fault that she'll never live her life.
The reveal that John accidentally allowed Astra to be ripped apart and dragged to Hell, and lost his soul in the process, all due to his overconfidence.
And then Furcifer attempts to use an illusion of her soul to trick John into releasing him, which begs to be allowed to go home and see her family again. Ouch.
Poor, poor Gary. He's emotionally traumatized by Astra's death and has turned to hard drugs in an effort to block it out. Then he accidentally unleashes a hunger demon on the world and has to make a Heroic Sacrifice to stop it. The last we see of him, his face scarred and the demon is eating him alive from the inside out as he screams in agony. Meanwhile, John sits by his bedside holding his hand and crying.
And note that Gary can scream, because John wasn't as cowardly as the original shaman and didn't cut out his sacrifice's tongue, either to ensure Gary couldn't curse him on his deathbed or to avoid having to listen to the demon-host's dying cries.
A low-key example is when John realizes part of the reason Anne hates him isn't because of the Newcastle Incident, which he was prepared for, but the realization his one-night-stand with her had actually been her attempt to show she was in love with him. Worse, he realized he'd been in love with her too but couldn't figure out how to show it so he went trolling for girls right after. Ouch.
And one of the other reasons she can't stand him- she blames herself for 'creating' John Constantine. Its implied that before she met him, he was a regular punk kid, but she taught him demonology and dark arts to impress him, and he ended up becoming way more powerful and skilled at it than her, and it completely destroyed his soul. Yeah, the poor nun blames herself for damning Johns soul to hell. All because she wanted to impress a boy.
Watching Johns slow decay and loss of control during his possession. Its worrying to see John, usually the one who's in control and who knows what to do having to rely on the others because he is simply incapable of saving himself.
Every time Zed looks at Jim.
In the season 1 finale, Gary comes back and possesses a corpse, just to briefly warn John about the bounty on his head. Its not made clear to us if thats an easy thing to do, but John is so relieved and just plain happy to hear from him, that he's nearly close to tears.
When Papa Midnite offers to put John in contact with his dead mum, after it's been established he blames himself for her death, and it's probably why he got into magic.
In the first episode, when Liv asks him to tell her something personal, irritated that despite his probing into her life, she knows barely anything about him, he responds by telling her that his mother died giving birth to him, and his dad blamed him for her death, and that he became interested in magic because he wanted to bring her back from the dead, despite knowing it's not possible. Knowing what started him down his perilous, shady road is somewhat heartbreaking in and of itself, even without the other revelations, but it's the way he stares straight forward, almost unfocused, still clicking his lighter, that really sells it. Even if the plot points his monologue never really got resolved or continued prior to the show's cancellation, it's still a powerful scene.