Hinaichigo's death. Also everything Suigintou goes through. And Barasuishou at the end of the second season.
The last episode. The scene when Rakka confronts Reki about her problems is without a doubt the most emotional thing I have ever watched. if you do not cry during that scene, then you have no soul.
Satoko and Shion's deaths in Meakashi-hen, both times Keichi confronts Rena and his apology to Mion in Tsumihoroboshi-hen, Takano's backstory, and absolutely everything in Matsuribayashi-hen.