A couple come to mind even though there are plenty I'm not thinking of at the moment.
Burn Notice- When Micheal's brothers is shot by a sniper, and it last words was "I'm scared" that hit me, also in the finale when Michael's mother sacrifices her self for the gang by setting of a bomb by hand.
Red vs Blue- This is no doubt my favorite series and a master piece for an online show thats lasted 13 years. The end of season 10 when the guys and Carolina finally track down the director. The sadness in the Directors face as he looks up at his daughter and he is filled with regret as he ruined lives trying to recreate his loved one that he lost at a young age. He asks his daughter Carolina to leave him her pistol as you can only imagine what he did with that bullet after he sealed himself in... such a sad moment.
I'm sure there a some I'm forgetting but those jump to mind.