Usagi screaming in anguish in acts 8 and 9 as Tuxedo Mask gets captured after Taking the Bullet for her. All of it.
The Inners all breaking down and mourning when the Shitennou are all killed before their eyes immediately after they'd had their memories restored.
Chibiusa's situation in general: only child of the Crystal Tokyo royal family, heir to the throne, yet powerless and ridiculed (accusations of her not being royalty by birth implied), and overshadowed by her mother's awesomeness and elegance.
Hotaru's backstory. She was only a little girl when she was caught in the fire, presumably from her own father's doing. Sure it was an accident, but she spends the rest of her life as his "little doll" he put back together. The fire probably explains why she has her seizures. To make it even worse, her father is using her body as a vessel for Mistress 9 and she's afraid of anyone else abandoning her because of her now-cyborg body, thus explaining why she's always alone.
Hotaru's life in general up until she's reborn as Saturn.
When Chibiusa finds out Hotaru is a cyborg and runs away for a moment. Hotaru, now believing she's lost the only friend she ever had, then questions why she has to live at all.
King Endymion reaching for his daughter as she ran to him, even though he isn't corporeal and so she'll just run straight through him, in an instinctive act to attempt to comfort his distraught little girl.
Usagi's jealousy toward Chibiusa.
Sailor Pluto's death. Made even worse when it allows Chibiusa to break free of Wiseman's influence and become Sailor Chibi-Moon... only for Pluto to not revive as the poor girl's begging her to open her eyes and see her in her new heroic form.
In Act 33 - Infinity 7, the Outers revealing the truth about Hotaru and Sailor Saturn-and explaining they have no choice but executing a Mercy Kill before it's too late.
Chibiusa's reaction to the above: running to Hotaru to try and save her... Only, that's when Mistress 9 awakens and takes over her body before stealing Chibiusa's Silver Crystal and soul.
Act 34 - Infinity 8: the only known way to save Chibiusa is to kill Mistress 9, and thus Hotaru, and they don't even have much time to try and find another way before it's too late.
In Act 35 - Infinity 9, Hotaru's ghost saying goodbye to her father, after Sailor Moon killing him.
Act 36 - Infinity 10, Hotaru's spirit and the goodbye between her and Chibiusa-chan.
Act 37 - Infinity 11, Infinite, Judge: after Sailor Moon's Heroic Sacrifice, Sailor Chibi-Moon crying and saying MAAAAMAAAA!!!!!!!
Act 38 - Infinity 12, Infinite - Journey: Sailor Saturn's 'death', being sealed along with Master Pharaoh 90 by a teary Pluto. Chibi-Moon's reaction to the loss is also particularly heart-rending. The departure of the outers following the defeat isn't without a few moments, either.
Ikuko Tsukino's voice actress Yuko Mizutani died of breast cancer only one day after Act 31 - Infinity 5 aired on TV. It's sad watching her role knowing that it was one of her last.
This series also turned out to be Achiral's VA Kazunari Tanaka's final Sailor Moon role since he did minor roles in the 90s anime. He died a little over a year after the second season finished streaming on Nico Nico.
This is the final (for now) Naoko Takeuchi-based anime to be made. Until Toei Animation decides to adapt Codename: Sailor V, this will be the last we'll see of the Sailor Moon anime.