Oh, George. Just the sight of George coming home to rain, no wife, and no dinner, is sad by itself. His routine shattered, he wanders to the bowling alley in a stupor to seek guidance from his friends who are thankfully constant.
In the climactic scene, David getting George to finally understand why he misses Betty; not because of the housewife routine, but for the fact he loves her, which George realizes and understands for the first time. And the realization, along with his tears of sadness, "colorizes" him.
The ending adds another layer to it. In spite of the fact that George still loves Betty, the last shot hints that she'll still leave him for Bill, and he'll be denied his happy ending.
Not necessarily, as the three of them said: none of them know what's going to happen next. Maybe Betty leaves him for Bill or maybe she stays with George, the future is entirely up in the air at this point and only they can decide where the road takes them.
George is really a sad individual in general - much like Big Bob, he's thoroughly unprepared for the rapid changes to Pleasantville, most notably his wife, but he doesn't really respond with Big Bob's rigidness and oppressiveness. George just looks scared, not knowing what to do with himself and wondering why the only woman he loves is just gone.
The scene where Betty gains color, and looks absolutely terrified of George and Big Bob seeing her. She nearly starts bawling right in front of David, who proceeds to cover it up with makeup and turning it into a Heartwarming Moment.
"I don't know what I'd do if I couldn't paint anymore, Bud." If you have something you love doing as much as Bill loved painting, this is gut-wrenching.
And the scene in which both his diner and his beloved paintings are destroyed by the angry mob.
Betty's goodbye to David. She knows full-well by this point that he's not her real kid, but she doesn't care; she just hands him a brown bag of pastries she'd baked up for the road like any good mom would. And when David returns to his own reality, the bag returns with him.
Bill's confusion when David doesn't follow the exact routine from the show. You realize that since he's a side-character, Bill has nothing other than his interactions with Bud and the others.
When David leaves Pleasantville, the original Bud does not return, implying that he and the old Mary Sue are gone forever.
After David comes back into the real world, he finds his mom back home and crying. David not only comforts his mom but he also grabs tissues and wipes the tears off her face. Doubles as a heartwarming moment.
