The scene when you hear Carol Anne's little voice say "Hi, Daddy" while they were trying to get in contact with her in the other world. It moved a great many viewers to tears.
Diane: Can you see me? Can you see Mommy?
Carol Anne:Mommy? Where are you? Where are you?
Diane: (near tears) Were home, baby, were home! Can you find me? Can you find a way home to us, baby?
Carol Anne: (nearing tears herself) Mommy, Mommy, I cant find you! I cant!
When the psychic explains that Carol Anne can only hear her mother's voice ... and the camera shifts to the girl's father, who tears up because his little girl can't hear him.
When Diane feels Carol Anne move through her from the other side, absolutely certain it was her and insisting "She went through my soul!" JoBeth's emotional delivery really sells it as one of the most moving moments in the trilogy.
Poltergeist II: The Other Side
Meta: Julian Beck was dying of stomach cancer during the filming of Poltergeist II: The Other Side, and it shows. It's more sad if you knew Julian and what a great guy he was in real life.
Meta: Heather O'Rourke in general... especially in Poltergeist III, which was her final film and she died shortly after filming wrapped up and before the film was released. It was dedicated to her memory.