In "Dundies," everyone has spent the entire night dreading and mocking Michael's Dundy awards, both behind his back and to his face, while he has spent the entire episode excited. During the actual event, no one laughs, no one smiles, everyone clearly wants to go home, and random strangers at the bar boo Michael and throw trash at him. He's so sad that he just hands out an award (saying he had more but he won't give them), thanks anyone who listened, and starts to walk away.
In "Booze Cruise", it looks like Jim is finally going to tell Pam how he feels. Then Roy interrupts by announcing that he wants to set the date for his and Pam's wedding. Jim's expression is gut wrenching, and he's so heartbroken that he breaks up with his girlfriend in a near-catatonic state. You get the feeling that the cameraman is beginning to feel bad for him, since he's constantly zooming into Jim's face.
In "Halloween," the whole episode focuses on Michael's struggle to fire someone. Anyone. And he goes through tons of candidates, and the episode is full of bait and switches. However, he finally settles on Devon. After a particularly hard-to-watch scene of Michael firing him, the episode ends with Michael heading home depressed as he cheerfully narrates over the footage talking about his previous year's costumes. The last scene involves him handing out candy to trick-or-treaters as he pretends to be happy. As bad a boss he is, he seems to be at his absolute worst when he has to let someone go.
In "Boys and Girls," Jan discusses ambitions with all the office women; Pam wants a house with a terrace to plant flowers, and a job where she can use her art skills. Jan offers to put in a good word for her on a graphic design internship in New York, but when Pam tells Roy about it, he tells her to forget about it. Pam explains all this to the camera along with the terrace (it's from a children's story she read, and something about it stuck with her). But what are dreams worth? "It's impractical. I'm not gonna try to get a house like that. Um, they don't even make houses like that in Scranton...so, I'm never gonna..." Pam has to stop herself from crying.
It gets worse when she finally does go to art school and gives up after failing, making Roy correct (but still a jerk) in hindsight.
"Conflict Resolution". Jim telling Pam that he accidentally complained of her planning her wedding during work hours (he didn't know that it would be written down and immediately took it back). Pam won't even look at him as Jim tries to explain.
The big season 2 reveal of Jim's feelings for Pam. He finally tells her, and she apologizes repeatedly as she rejects him, saying "I can't." Jim seemingly brushes it off, but wipes a tear from his cheek as he walks away. Pam tells her mother over an office phone (it seems that she's questioning if she's in love with him as well) and Jim appears. He kisses her before she can say anything. Cut to the Season 3 premiere episode, where he asks her if she's still going to marry Roy and she replies yes. Cue lingering shot of Jim pulling his hands away from hers. Sorry, it's a little dusty in here...
In "Branch Closing", where Michael Scott learns that the entire Scranton branch is closing, and that he's getting fired.
In "Back To Vacation", where Pam helps resolve a fight between Jim and Karen before going out in the hallway to cry on her own.
In "Safety Training", Michael tries to fake a suicide to prove that being in an office is dangerous. However, eventually he actually gets depressed and starts thinking about really jumping.
A reason for his depression was his abusive relationship with Jan, which ends up being a big focus of "Women's Appreciation".
In "Beach Games", where Pam calls Jim out for not hanging out with her as much since he arrived from Stamford. At this point, it's not even about her feelings for him. She just wants her friend back.
Dwight's completely heartbroken face every time Andy tries to ask Angela out. And his Broken Tears when she says yes.
Everything that happens to Michael during "The Deposition."
Jim intricately plans to propose to Pam, but Andy steals the spotlight from him.
Holly and Michael's breakup in "Employee Transfer", when Michael openly cries a couple of times. Turns into a Heartwarming Moment when Darryl cheers him up.
"Stress Relief Part 2" really beats the crap out of Michael. He finds out that he causes a lot of stress in the office, so he encourages everyone to attend a "Michael Roasting" that will allow them to say whatever they feel about him. He goes fine through the first couple of people, but slowly starts to deteriorate after Dwight insults him. After everyone is done, he takes the stage and slowly says that he would like to say a few things about everyone there. Instead, he goes silent and stumbles off the stage, silently crying. Everyone is silent, but you know that they feel terrible.
Andys reaction to learning about Dwight and Angelas affair is brutal, especially given that this character with noted anger management issues is in full Tranquil Fury mode really highlights how devastated he is.
Dwight's quiet confession to Phyllis when Andy gives him his and Angela's "Save the Date" card.
Dwight: Why is she marrying Andy?
When Michael leaves the office for the last time in "Goodbye, Michael". In fact, the entire episode, though hilarious, was one big tear jerker.
Jim: You know what I think we should do? I think we should just save the goodbyes for tomorrow. At lunch.
And the previous episode, "Michael's Last Dundies". Michael' response to "Seasons of Love" (and what look like genuine tears from Steve Carell) is one of the hardest scenes in the show to watch without blubbering.
At the end of the episode, Pam, who had almost missed Michael entirely, dashes into the airport to say goodbye to him. The image on this page is of her watching as his airplane leaves to Colorado. She almost tearfully says to the camera that Michael didn't seem sad, but full of hope and eager to see Holly.
As Holly's father's mental state deteriorates due to dementia, she approaches Phyllis to ask about how she knew when it was time to put her own mother into a nursing home. Phyllis replies in a very sympathetic tone, that if Holly is waiting for the day when her parents are going to tell her they can't take care of themselves anymore, it's not going to happen. The clear implication of what she's trying to tell her is that if Holly is asking, she already knows it's time. It's a heartbreaking and very real moment that hits close to home for those with aging parents and grandparents.
In a deleted scene from Season 9, Pete helps Erin set up her online account. When sorting through a list of security questions, Pete reads them aloud and all of them revolve around family details. Given that Erin is an orphan, these questions clearly hit hard.
In "Work Bus" Andy tells Nellie that she'd be a horrible foster parent (based on an application that, unbeknownst to Andy, Erin helped her fill out.) When he goes to the back of the bus to apologize to Nellie he hears crying and thinks that it's her, but when he goes to look, it's Erin in a sobbing mess with Nellie comforting her.
In "The Target," Angela discovers that her husband is cheating on her with Oscar. After an entire episode spent trying to hire a hitman and, later, someone to take out his kneecaps, Angela tearfully shouts at him, "You were supposed to be my friend!" Oscar can do nothing but apologize as she runs off.
At the end of "Customer Loyalty" Jim and Pam have a serious fight over the phone over his being away working in Philadelphia. After Pam breaks down and cries she looks into camera and asks "What am I doing wrong Brian?" and after nine years we finally see the documentary crew filming their lives. Brian the boom operator puts down the mike and goes over to comfort Pam telling her "Nothing. It's a tough situation." and asks his colleagues to turn off the cameras.
Towards the end of "Moving On," we have an incredibly touching/heartbreaking moment between Dwight and Angela in which they come to terms with the bleak outlook of their relationship, what with Angela being married to Senator Lipton. It's quite reminiscent of Jim and Pam's conversation in "Casino Night."
Dwight: Stand by your man...it's what I'd want if you were mine.
At the end of "Paper Airplanes", Jim must once again leave to go to Philadelphia, leaving Pam to take care of the kids all by herself. As Jim is leaving he turns back to wave at Pam, but she isn't looking. Just after he steps out the door looking pretty dejected, Pam turns around to watch him go but sees he has already left. Its not a big moment but its heartbreaking to realise just how out of sync these two have gotten by this point .
In the penultimate episode 'A.A.R.M.', after almost an entire season's worth of miscommunication and unhappiness between Jim and Pam due to Jim's second job in Philadelphia, Pam worries that she is "not enough" for him. In response, he recruits the documentary crew to help him put together a montage of all their best relationship moments, and finally gives her the confessional Christmas card that wrote to her seven seasons earlier when she was still with Roy and Jim was quietly pining for her. All of this is set to Snow Patrol's "Open Your Eyes."
Jim: "Not enough" for me? You are everything.
Pam's speech in the series finale, explaining what she hopes people will gain from watching her story.
Andy's speech about how he's still going to be missing "his old pals," but now his old pals are all the friends he made working in the Scranton office. Watch that scene, and it's clear he's choking up with emotion. What isn't clear is if you're watching Ed Helms play Andy Bernard, or if you're watching Ed Helms and he's not acting at all. Shooting that final episode after so many seasons was hard on everyone.
Andy: (Holding back tears) "I wish there was a way to know you're in the good old days before you've actually left them...someone should write a song about that."
Erin being reunited with her birth parents in the finale. Her slow realisation and then running out to hug her birth parents.
Everyone else's reaction to this. Also how they all realised before Erin did and were waiting for her to figure it out herself. Phylis was also crying at this.
Pam gets racked over the coals in the finale during the Fan Q&A. Everyone who has questions for her judges her and scolds her for ever doubting Jim. Add in her own concerns about forcing Jim to give up his dream job and Pam is left utterly miserable and feeling like the worst wife in the world.