When Harley kills her only trusted, goodhearted minion, who is a very kind person with a family who has been guiding Harley the whole time, who she immediately shoots to stop him from killing the bounty hunters she had been trying to get matched up. The sad comes in when Harley looks him over and says he's going to be fine... but while the scene is dark the panel is, if you look at it, in Harley-vision, where no-one is ever hurt and everything is always fine. Harley leaves the scene never realizing she killed her only true friend. He knows he's going to die, but he's ok with it, having known he would be done in by one of Gotham's rogues eventually, and glad it was someone relatively goodhearted like Harley as opposed to Joker.
The moment she ultimately chooses a hefty payoff over the sight of a little girl whom she sort of befriended. It's actually a happy ending for the girl, since she's finally free of the people chasing her. Harley, on the other hand, realizes that this is a Moral Event Horizon for her, and sadly embraces the fact that she is not a good person.
2014/Rebirth series
There's a story arc in Rebirth involving some villains (including The Mayor) trying to wipe out the homeless population by kidnapping them and feeding them to cannibals. While Harley puts a stop to it, the next episode shows all the victims have been buried in one mass grave due to most of them being unidentifiable. Harley starts crying over the injustice of it all.
Harley's mother, Sharon Quinzel, dies of cancer. When Harley finds out her mother has cancer, she goes to the ends of the earth for a cure, even asking Lex Luthor himself, but it's to no avail. She dies surrounded by her family.
