"Where is Love?", "As Long As He Needs Me", the reprise of "As Long...", and the reprise of "Reviewing the Situation" (it's different in the movie).
The first version of "Reviewing the Situation" both on the stage and in the movie, as Fagin pleads his case partially to the audience and partially to himself: "A man's got a heart, hasn't he? All joking apart, hasn't he?" Then he lays out for us how he's screwed if he tries to reform in any way, and he's screwed if he doesn't reform too. While he's admittedly got only himself to blame for getting himself into such a sticky situation with his life of crime, one feels rather inclined to shed some tears for this poor devil.
Her death, and her situation, really. A child pickpocket who was unable to get out and stuck with an abusive boyfriend. She tries to save Oliver from what she knows will happen and is beaten to death!!
Making it worse is the fact that Nancy was only in a position to be killed by him because she turned down Mr. Brownlow's offer to go to the police. Even with her HeelFace Turn, she still loved Sikes enough to keep him out of prison; and the heartless wretch ends up killing her because of it.
Also, her giving Oliver one last hug before she dies is gut wrenching.
Why does she stay with a man who not only beats her up but ends up killing her when she tries to save an innocent child, and she knows he isn't good enough for her? "If you are lonely, then you will know. When someone needs you, you love them so." Given the hell of a life she's had, she wants to feel needed and appreciated...and it's that desire that Sikes exploits.
"He doesn't act as though he cares, but deep inside, I know he cares. And that is why I'm tied right by his side."
The aftermath of her death. After Sikes makes one last return to Fagin's hideout, the latter notices him bloodied and shaken, and this exchange happens.
Fagin: Sikes... what did you do? What did you do? Bill: She won't peach on nobody no more. Fagin:(winces) You... shouldn't have done that! She peached? You sure? Bill: But she must have done, mustn't she? She was handin the boy over to Brownlow on the bridge. He was there waiting for her. Fagin:(horrified) Then what did you come here for?! Get out!!You hear me?!GET OUT!!
The aftermath of when Bill hits Nancy. The sheer Mood Whiplash as Cerebus Syndrome sets in. All of the boys immediately go silent and stare at the scene in shock or terror. The scene shows that these are children who have just seen a woman they love and admire (Nancy is clearly a Cool Big Sis or even a Team Mom to some of them) assaulted and left crying on the floor. It also hammers home that they're utterly terrified of Bill Sikes.
Oliver is Forced to Watch when Nancy is beaten to death - complete with close-ups of his reaction as all we hear are the sounds. Then he's used as a human shield multiple times by Bill.