Vimes is leveling a crossbow at a warmongering prince just as he realizes (as the prince knows) that he can't just arrest a ruler, even if he says he can. At the end of his rope, he then hears a malfunctioning day planner start telling him what would have happened if he hadn't pursued the prince: namely, he would've stayed to fight the war in Ankh-Morpork, where he and all the other watchmen would've died. The planner starts rattling off the names and times of each casualty...
Even though you know most of those names are standing right there, completely not dead, it's still heartbreaking.
...and a fair bit of Fridge Horror when one considers the alternate Vimes, whose Disorganizer likely went on with cheery little reminders of "Pleasant dinner with D'reg wiseman," "Discover truth behind assassination plot," and "Charge into tent, arrest military commanders, arrest both armies before they start fighting, hold off war long enough for Vetinari to do his thing"... exactly as he and everyone in his Watch is dead or dying, and Angua is stuck in the Klatchian desert without a way home or any idea that this is happening. The novel itself specifically mentions that both Vimes would get to know what would have happened...
Also true for Reg Shoe, whose name was not listed by the Dis-organizer, presumably because the Klatchian troops that attacked the alternate-timeline Watch hadn't come equipped to put down a zombie. He's already risen from the grave once, only to learn his comrades had been slaughtered in his absence; how much worse for him to be there watching it happen this time, and be powerless to stop it? Did alt-Reg wind up burying himself for solidarity's sake on that anniversary too?
It's even sad to hear the progression of the Disorganizer's imp. It's initially sort of pitiful, never being able to keep Vimes' appointments straight, but when it starts reading them out before they happen, he seems almost...proud. Then when they stop matching up, he starts off confused, and gets worse and worse until his words make it sound like he's a malfunctioning computer program. The imp is torn between the world as he knows it should be and the world how it is, and it...broke him.
For extra horror, listen to that part in the (unabridged) audiobook version.
The Imp gets his rest though. "Three pee em... Eat. Hunger. Swim. Things to do today: Hunger. Swim. Eat... It wasn't the most interesting of schedules, but it was very easy to keep."
It's hard not to feel for Leonard when he sets the Boat adrift in the sea after learning what other people would use it for.
The deaths of Privates Hobbley and Webb, killed by 71-Hour Ahmed after he and Vimes were mistakenly attacked by Ankh-Morpork soldiers. The others don't seem to blame Ahmed - who was, after all, just defending himself - but as Vimes said, "But... one moment they're alive-"
"I tell you this, girls: I wish I'd settled for the ten-dollar version. Don't you just sometimes wanna sit down and cry?" Nobby taking to being a woman (leading to more crossdressing in later books) is funny, but behind the laughs it's hard not to feel sorry for him: The ugly, temperamental, and female "Beti" might get degradatory comments about her looks, but overall she's still treated better by men and women alike than plain old Nobby Nobbs.
The young woman who was crying when the others called "Beti" over to try to cheer her up. Even if the war ended before her fiance could get hurt or killed, she's still either learned what a callous jerk he is, to run off and abandon her at the altar just so he could puff up his own ego playing soldier, or (since going by Goriff's son, the Klatchian army has no problem with conscription) had to endure the fear that he'd be killed in the fighting.
"All in all, she considered, she was jolly lucky."
When Vimes and Carrot are patrolling at night and hear a scream, they rush to the scene of the crime and Vimes puts out a fire bomb...and then he registers the terrified Goriff family, complete with teenage Janil and his little sister hiding behind her mother, and feels his stomach turn over.
After the horror of the attack, Janil later mistakes a customer for another attacker and tries to shoot him with a crossbow. By the time the Watch arrives, Mr. Goriff is fully prepared to go to jail to protect his son —thankfully, Vimes understands, and nobody is arrested.