Yikes, there are so many...but of course I have a couple that stand out the most--
Becoming Part 2: Wow, this was a great moment, it was so sad especially since Angel had no idea what he had done.
Prophecy Girl: It was a great moment as well, I always forget about this moment, but it was so great because it was one of the first real moments of angst.
5 by 5: I think we all know why, although I was so pissed off at Faith for doing that to Wesley, her extreme emotions were sad, I think she was such a confused girl!
The Body: Anya, whoa, that was sad! I really liked it, it showed how much Anya hadn't learned about being mortal yet.