The Baker and his wife's grief when the Witch tells them that they can never have children. The wife cries out "No!" and when she and her husband reach out for each other, the Witch just pushes their hands apart with her staff, all while cackling.
First there's "The Witch's Lament" when Rapunzel gets crushed by the Giantess:
"Children can only grow/ from something you love/ to something you lose...."
And then there's "No One Is Alone", where the characters realize they're not in a fairy tale anymore:
"Witches can be right. Giants can be good. You decide what's right. You decide what's good. Someone is on your side/ someone else is not/ While we're seeing our side/ maybe we forgot: They are not alone. No one is alone."
What is the lead in to the song? Red saying "Mother will be so disappointed." The first line of the song is from Cinderella (Mother cannot guide you, now you're on your own). She lost her own mother when she was probably Red's age...and it's clear that she might be remembering her own mother.
And the finale, especially the Witch's reprise of "Children Will Listen":
"Careful the things you say / Children will listen / Careful the things you do / Children will see, and learn / Children may not obey / But children will listen / Children will look to you / for which way to turn..."
Another song by the Witch: "Stay With Me". She sings said song when she finally catches up to Rapunzel after she learns that she had spoken with one of the princes.
This part will make you want to hug your mom:
Who out there could love you more than I? What's out there that I cannot supply? Stay with me...
"Stay at home. I am home."
When the Baker finds Cinderella silently kneeling over the destroyed remains of her mother's grave. The tree that granted all of her wishes was killed, and her dreams crushed.
Rapunzel's entire history. Locked up in a tower, banished to the desert, betrayed by her prince and then crushed underneath the Giantess. It's hard not to shed a little tear for her.
The ghost of the Baker's Wife's entrance just before the reprise of "Children Will Listen".
Baker: Maybe I just wasn't meant to have children. Baker's Wife: Don't say that, of course you were meant to have children.
"Sometimes people leave you/Halfway through the wood/Do not let it grieve you/No one leaves for good..."
It is kind of sad when Little Red Riding Hood discovers that her grandmother and the rest of her family are dead.
Actually, just about every character death in the second act, excluding the Narrator and the Giantess. Hell, even then they're sad in their own way.
The Witch's first response to Rapunzel wanting to stay with her prince and children.
The Witch: You're all I have left.
This conversation, right after Little Red Riding Hood comments that the group has repeatedly watched people die:
The Witch: Since when are you so squeamish? How many wolves have you carved up recently?
Little Red: A wolf's not the same thing—
The Witch: Ask a wolf's mother.
"No More" is especially heartbreaking. The Baker is trying to cope with his wife's tragic death, but he can't handle it. Instead, he tries to run away, just like his father had done and is stopped by his father's ghost. His father voices what it was like for him when he ran away, trying to dodge responsibility and figure out how he was going to survive.
No more giants waging war Can't we just pursue our lives with our children and our wives 'Til that happy day arrives how do you ignore?
"No More" adds a whole new dimension to the Mysterious Man/Baker's Father, who spends the whole first act of the show as a kind of Trickster Mentor. He's jolly and riddling, often speaking in silly rhymes...only for this song to reveal that he spent at least thirty years absolutely hating himself for what he'd done to his family, and was never able to make peace with his actions or resolve his pain.
Throughout the whole musical, the phrase "I wish," along with a two-note motif, keeps reappearing; it opens the first and second acts, and characters use the phrase many times. But the recurring theme becomes absolutely heartbreaking during "No One is Alone." Little Red Riding Hood, who has just discovered that her Granny—that is, her last living relative—is dead, is suddenly forced to change her whole understanding of morality, good and evil, and justice by helping the survivors kill the Giantess. As Cinderella sings, Little Red manages to choke out the phrase "I wish..." as the two-note motif plays lightly on a flute. The poor girl sounds so destroyed. And we can only imagine what she might be wishing for—for her mother and grandmother to still be alive, to somehow fix everything that went wrong...but these wishes can never come true.
The fact that the last conversation the Baker and his Wife have is a fight.
The Witch's words to Rapunzel after she becomes beautiful again. "This is the real me!" She just sounds so happy, like she genuinely believes that her appearance was all that was causing problems with their relationship.
Cinderella finds out from the birds that her husband was being unfaithful with the Baker's wife. She knows the giantess killed the poor woman, so she doesn't tell the baker. When the Prince appears in the woods and recognizes her, however, she asks him if she was his only love or if there were more. He actually has the decency to look ashamed.
The Baker's Wife finding out about the curse is heart-wrenching, no matter how brief that sob was. The poor woman just got told that because of something she had nothing to do with, something that wasn't her or her husband's fault, her greatest desire will never, ever be a possibility.
"Cinderella at the Grave" with Cinderella crying just before her dress and slippers form. Anna Kendrick does a pretty good job as you can just see the pain in her eyes. Especially with the background music as Cinderella's iconic dress and slippers are formed by magic.
When the Witch briefly thinks the Baker and his wife failed to get the right ingredients. In the stage productions the Witch is pissed, but in the movie she sits down and breaks into tears. Meryl Streep said in interviews she felt the Witch's only motivation in the movie was to prevent losing her daughter, and it comes across here.
Rapunzel reuniting with her prince.
While Rapunzel's crushing death is averted in the film, she is last seen riding off with her faithful prince. While still less sad than in the play, it still manages to be sad for a completely different reason.
"No More" the tragically beautiful song between the Baker and his father is cut, but we still have the Baker alone sobbing over the scarf he gave his wife right before she died.
The part where Jack learns that his mother is dead. The Baker has to tell this child that he's alone in the world and then explains that the Steward did it. Jack immediately starts planning to kill the Steward for what he did. What really sells it is how Jack talks. While he acts tough, you can tell he's doing his best to fight off tears. After he chokes out, "What the Steward did was wrong!" you can make out that he really is crying. The fact that Jack is actually played by an actual child and not an older actor doesn't help matters at all.
What hurts the most is that the interaction starts off happily, with Jack telling the Baker he can't wait to let his mother know that he killed the giant. When the Baker breaks the news, Jack's last moment of innocence comes with the childlike question, "Can no one bring her back?" asking an adult for the reassurance that both of them know won't come.