The end of The Haunting of Roy Steel, when Virginia presents Roy with the divorce papers and explains that she was never going to forgive him for his adultery; she only duped him into writing a heartfelt letter of apology to help her case in the divorce. The hurt and confusion in his voice as he slowly realises her deception is heartbreaking.
The end of The Beast of Albion: Part Two. The music; Roy's decline from his usual playful self-confidence; Lorrimer's attempts to cheer him up...
Lorrimer: If you're sure — I mean, really, really sure — Roy: I am.
Suki encased in wax and apparently (not actually) dead in "The Doll's House."