Several points when the action slows down and you see how afraid Bryan is that he'll never see his baby girl again. Particularly the scene where she's taken and you can see Bryan's eyes welling up with tears as he hears her being carried away by the sex traffickers.
It's the only moment in the entire film that you can see Bryan feeling powerless. All he can do is listen for clues and swear that he'll find her. And then the iconic, gloriousRoaring Rampage of Rescue begins.
Same thing happens in the sequel, only this time it's Lenore that gets taken away.
The scene immediately the kidnapping after where Bryan is gathering information from Sam and is quickly preparing to go save his daughter. Sam gently asks if Lenore is in the room as they talk because he knows the next part is going to be hard to hear. Bryan tells him to go ahead and say it because she needs to hear it. Sam then says that if they don't find Kim within 96 hours of the kidnapping they will probably never see her again. Que Lenore completely breaking down.
Amanda's death; she seemed like such a nice girl and just wanted to have a good time on holiday, and her naivety caused her to go through a horrendous experience and die horribly.
The fates of all the poor girls that were kidnapped, drugged up, and sold into sex slavery. Their families are probably never going to know what happened to them, and they'll either live a horrible life or die early.
The exchange that happens between Bryan and the young woman he found with Kimmy's jacket:
Girl: I did not steal it. I was cold, she gave it to me... She was nice. Bryan: I know... She's my daughter. Girl:[breaks down crying]
In the third film, Kim curling up on the bed holding her mother's sweater was one of the few emotional hits.