Overall, watching the Macon Seven, who risked so much to escape the plantation in the first place, dwindle down slowly as they're killed off or recaptured one by one in the escape. In the end only Boo and Rosalee make it to Canada, and Rosalee decides she'll go back to rescue others—meaning Boo is the only one of the seven to live freely at all.
The entirety of "Cradle", which is essentially Innocence Lost: The Episode. Highlights include:
James' mother and brother preparing him for his first day picking cotton; James has spent his whole life as the playmate of T.R., his best friend and the master's son. Later he has a falling out with T.R., who tries to bond with him again but James turns him down.
Boo's flashbacks of her father's death. She gets taken in by Elizabeth, who is forced to sleep with the marshall to keep Boo safe.
Ben learning that his mother was institutionalized and seeing her Room Full of Crazy.
The end of "Graves" — Sam being lynched and his mother's reaction to seeing his body hanging below the balcony.
Season Two:
An Ohio judge sentences Noah to death for killing an officer during his escape attempt in the previous season. John and Rosalee's reactions are hard to watch. They manages to free him just before he's hung, but then Noah's recaptured.
Ernestine's decline after being sold to Roe. She's deeply depressed, suicidal, addicted to drugs, stuck with an abusive lover, separated from all her children, and unable to overcome the guilt of murdering Pearly Mae. This is a far cry from the cunning, determined woman she was in Season 1.
John's death at the end of "Contraband", especially since it was so abrupt and unexpected. He walks out of the courthouse after applying to run for judge so he can better help runaways avoid capture, and some unknown man shots him in the head—right in front of his wife! Elizabeth's horrified and heartbroken expression when she sees her husband lying dead on the courthouse steps with a pool of blood around his head is crushing.
And in the next episode we see how it's affecting Elizabeth to lose her husband and Rosalee to lose her uncle. The scene where she and Elizabeth are mourning together is quite painful, especially since Rosalee couldn't attend the funeral of her own uncle.
Everything that happens to Ernestine and Rosalee in "Ache", particularly Ernestine's attempted suicide and Rosalee somehow regaining the strength to keep running after her mother is rescued, as if they had some spiritual, otherworldly connection.
Cato gives Noah the option of letting dozens of other black people go free if he voluntarily returns to slavery. Noah is horribly conflicted, but ultimately can't sacrifice his freedom for the freedom of others.
In a later episode Devi agrees to let herself be sold into slavery so 30 free blacks won't be. Cato was no doubt thinking about the encounter with Noah when she did that.
When Rosalee returns to Macon to rescue her mother and brother, she learns that her mother had been sold to another plantation and James thinks they abandoned him.
The end of "Soldier" reveals that Rosalee has been captured by Cato's men and had to leave James and her newborn baby behind so they wouldn't get captured too. Doubles as an Accidental Downer Ending as the series was cancelled three weeks later.
