David's father taking the blame for being Kick Ass, being imprisoned, and later being brutally killed by some of The Motherfucker's goons.
David's reaction to The Motherfucker sending him a picture of his father's bloody corpse.
David's flashback during his father's funeral.
The events that led to it, as David and his father are arguing over the latter finding the Kick-Ass costume, leaves a rather sour note the way David called his father out harshly before leaving, made worse when they never did truly resolve this other than David promising not to don the costume again.
Even more heartbreaking is that David is now completely orphaned, as his mother had died years earlier and his father had never dated or remarried ever again after that.
The kicker of this scene is that while fatally wounded by Mother Russia, the Colonel can do nothing but watch helplessly as the villains destroys Justice Forever HQ around him as he slowly bleeds to death.
Also, how devastated he looks when the Motherfucker finds out Night Bitch's true identity - he's dying with the knowledge that she's now probably in mortal danger, and there's nothing that he can do about it.
Javier's death, especially after Chris called him the only family he had left after his mother's death.
The events leading up to it are even worse. Javier drops off Chris so he can see his uncle and it's obvious that Javier is more worried about Chris than himself. When Chris sees his uncle and refuses to back down his uncle gives him a phone that calls Javier. Javier answers and it's clear that he has no idea about what's going to happen while Chris figures it out shortly before.
Chris's mother's death and what lead up to it could qualify. Chris pretty much had a strained relationship with her because she was oblivious to how Frank really died, though if you look at Alternative Character Interpretation, it's possible that she knew full well how Frank died and was trying to encourage her son to avoid a path of revenge. After accidentally breaking the tanning bed that fried Mrs. Da'mico to death, Chris briefly called "mommy," hinting slight remorse for what he just did.
The whole concept of the Battle Couple known as Remembering Tommy. They decided to become superheroes because their son went missing and is probably dead for all who knows.
Similarly, Night Bitch's backstory, that she became a superhero after her sister was murdered. It makes Battle Guy's fake backstory about his parents being murdered significantly more dickish
It becomes a Heartwarming Moment, when they are all telling these stories to Kick-Ass, who pretty much inspired most of Justce Forever. Upon hearing both stories, you can tell he was trying to keep himself from crying.