After Saber loses to Saver, both she and her Master unexpectedly catch a glimpse of each other one last time before they meet their tragic deaths.
When a student dies after losing a game of chess to Leonardo, none of the other students except Hakuno show any remorse or shock over his death, as if this is a natural routine.
Episode 2:
When Rider reveals to Hakuno and Saber (who are unaware that Rider is Shinji's Servant) that the reason why the first arena was created was to celebrate Masters selling out their Servants in exchange for a normal life. Saber finds the rule disgusting, since they are willing to give up their dreams, ideals, Servants and the Holy Grail War rather than trying to win.
Episode 5: All the deaths.
Archer carries himself to the grave of Dan and dies stating that he tried to win a face-to-face battle with the same principles Dan once had, but couldn't manage. It was clear Archer was trying to keep the spirit of Dan alive, since it didn't come with him when he Came Back Wrong.
Dan himself dies while remembering his dead wife, essentially regaining a fragment of his old self at the very end.
Alice's backstory. She was sick, and had to live most of her short life in a hospital. She says it was nothing but pain everyday. One has to wonder if the doctors supposedly taking care of her had any clue at all as to what they were doing while trying to cure her during her stay. The disturbing clown imagery and symbolism only amplifying it further.
Goes into borderline Nightmare Fuel because of possible implications she was not ill, but used as a guinea pig! Why? Because based on what she said, she only deduced she had to be ill, because she was in a hospital in the first place!
Episode 7: The truth about the monster from the last episode.
It was Alice all along. She just absorbed the data from multiple items to keep herself from disappearing, all with the hope that she would last long enough to reunite with her beloved "Onii-chan." The end result deformed her body and made her into a mishmash of random junk with a form that could not even be called human anymore. Worst yet, she was in constant pain and confusion for centuries and has shown clear evidence of madness.
She only snaps out of it after she sees Hakuno with the book he read to her in the past, reminding her of just what she's become in time for Saber to cut off her head. She essentially opted to stay dead after that by suppressing Nursery Rhyme's ability to reset time and just accepting it, despite waiting so long to see him again.
Alice was lonely because no-one could see her; when she's finally able to appear to others she's already begun to mutate and is attacked, causing the grotesque creature to cry out in a little girl's voice. Note that the "monster" is deliberately wrapped and veiled when it appears in the castle: Alice knows she "looks different" and is trying to hide it for when Onii-chan comes back.
Episode 8:
Hakuno's Tomato in the Mirror moment when he learns that he is a Dead Face, an entity that's created from a corpse solely by The Power of Hate, and can only feel hatred towards the living and everything around them, and are fueled by that hatred. It certainly explains why Hakuno expressed deep hatred toward the system he's been living in, but once he learns the truth, he's understandly freaked out.
What's worse, is that he's not even the real Hakuno. The real Hakuno is the female one who was seen dying at the beginning of the series with Saber after failing to defeat Savior.
Episode 9:
Saber's backstory. Saber was born an illegitimate member of the Roman royal family, but she never knew her father, her mother didn't love her, and the admiration and love she felt for the common folk were misunderstood. Following her mother's execution after she tried to throw the country into chaos, Saber was branded an infamous tyrant, and soon after, a rebellion started, and she was forcibly removed from the throne. Her love spurned by the people and forced on the run, Saber committed suicide, all alone and in despair.
Episode 10: The Awful Truth about the 6th floor, and the fact Rin and Rani were just desperate for release, putting up a front until the cat got out of the bag. Rin's words as her body double breaks down are especially heart-breaking.
The Ending:
Twice, as it turns out, ended up deleting himself to use Moon Cell to instigate the war with humanity in the hopes of progress after defeating the female Hakuno in the past. However, this has only led to humanity being near-extinct and in doing so he left behind a Dead Face that tried to also wipe out Moon Cell as well, leaving nothing behind for humanity.
Hakuno decides to fix Moon Cell so that humanity will have a place to return to once the earth is gone entirely. To do so, he has to be deleted by entering through Moon Cell's barrier. In the end he makes a Heroic Sacrifice knowing that living was truly fun and saying good bye.
Saber likewise sees her Master off for a final time, mentioning that his life was both tragic and wonderful before she herself vanishes.
