One of the series' first serious, emotional scenes: in 3.01 Shawn finally tells his mother—and the audience—why he resents Henry so much, and learns the truth about the end of his parents' marriage, which clearly hurt him deeply. It's the first time we really see Shawn with his guard down, not trying to impress anybody or being defensive, able to be honest and vulnerable—and underneath the bravado and '80s obsession, there's real pain.
Lassiter's goodbye with Victoria.
The fourth season finale, wherein Jules is subjected to the psychopath's whim, gagged, tied to a chair, and left tethering helplessly above at the edge of a clock tower with no sure proof of whether she'll be saved or not—when Lassiter and Gus do manage to reach and free her, she wears an empty, expressionless face. Near the very end, as parallel scenes between her and Shawn's girlfriend's rescue play in mute, she begins screaming and then breaks down against Lassiter, and he just holds her quietly with a thousand-yard stare that shows he's trying to be comforting but has no idea how to act. Not to mention earlier when Mary asked if he'd be able to play tennis in Heaven. It's really the most realistically anyone in the show has reacted to trauma. Shock, hysterics, depression, rage outbursts, and anything else that goes with PTSD.
It really says something about the show, which is mostly a comedy, that the whole ending montage of that episode is probably one of the most heart-wrenching things you could possibly watch. Lassiter and Juliet, Henry cleaning the Psych window, Mary's funeral, where Shawn and Gus are dressed to play tennis and put rackets and tennis balls on Mary's casket...and this all set to the song "I Go to the Barn Because I Like the" by Band of Horses.
The finding of Paula Meral's body in "Dual Spires".
In "The Polarizing Express", a Vigilante Man is spending his Christmas obsessed with his Revenge plan against the Big Bad for destroying the former's business, killing his fiancee, and ruining his life. Thankfully, Shawn manages to give him legal justice for Christmas by rallying an entire community to testify against the crime lord and put him away for good (which also counts as a Moment of Awesome and a Heartwarming Moment).
"Indiana Shawn and the Temple of the Kinda Crappy, Rusty Old Dagger": Shawn's reaction towards Despereaux's death at his funeral. At first he believed that Despereaux faked his death until Shawn's dad gave him the DNA results at Despereaux's funeral which caused Shawn to breakdown which lead to some funny and tearjerking moments. It later turns out that Shawn was right.
The first episode of the seventh season ("Santabarbaratown 2"). Shawn spends the whole episode running wild trying to find the guy who shot Henry. Normally Shawn just acts a little goofy when he and Gus break into a suspect's house. This time Shawn's randomly breaking things and generally venting. Recall, this is a guy who spent years outside of Santa Barbara for a reason (think back to the pilot).
The scene where Shawn first arrives at the hospital. He's trying to make light of the situation because it's what he's used to doing, but he just can't this time. It would be funny if it was wasn't so sad.
This is made worse when you remember Juliet's relationships with her family. Her dad was a con-man and for many years she avoided him. Her step-dad had a gambling addiction that he hid from her. Her brother was also arrested for attempted murder. So now she has someone else she loves lying to her face. She says it herself—honesty means everything to her.
The follow-up episode has Shawn grow so depressed that he starts imagining what would have happened if he'd given Jules the chief's shawl instead of his coat. Even in that alternate universe, things start breaking down, it's just that the ill effects happen to other people.
The moment when Shawn tells Juliet that "if I just hadn't given you my jacket, everything would be okay." The look on her face is less anger and more sadness that Shawn honestly, truly, does not get that it was never about how she found out the truth, it's because Shawn has been lying to her all this time. And Shawn's expression, honestly not able to grasp this is the reason why their relationship is doomed.
The season seven finale had quite a Downer Ending: Chief Vick has been suspended and replaced by Trout, McNab has been fired, Carlton has been demoted, and the department is no longer using Shawn's services.
Gus has retired the Blueberry. This show truly is ending...
"1967: A Psych Odyssey", ends with Lassie becoming the new chief... except the Mayor forces him to transfer Juliet to San Francisco. Meanwhile, Jules and Shawn have to put their relationship on hold. It's obvious that neither is happy about this.
Lets just start by summarizing that everything about this episode will lead to some bitter-sweet tears...through some laughter.
All of the scenes within the last few episodes that have the characters saying goodbye, as the Reality Subtext is very strong.
The scene when Shawn finally stops telling the story of their last case. He says he's happy Gus is finally getting the life he deserves, and admits he had been thinking for years that Gus' only problem was Shawn himself. Shawn is crying as he tells Gus how he feels guilty for delaying the life Gus deserved by coming to his office eight years ago and forcing him to join Psych. Then, still teary, he tells Gus he loves him, and walks off camera.
Then there is Gus' reaction, he just rushes to the Psych office to find it empty.
The last scene is just filled with bitter-sweet tears, as Shawn, Gus, and Juliet go in a stolen car with two driving wheels chasing someone that stole Shawn's engagement ring. It is half hilarious and saddening as the series ends.