I'm surprised no one has mentioned Ayumi's death yet. I cried during that scene! - MGC
The flashbacks of Kazuma being Forced to Watch his one true love get devoured by a summoned demon is both horrifying and heartbreaking.
That was bad enough but how about the fact that it isn't watching his love die that breaks Kazuma, but knowing that watching her die didn't awaken his latent powers, but having his own life in danger did. In other words What breaks him is knowing that his life is/was more important to him then the life of the one he loved. If that isn't F*ed up, I do not know what is.
The scene where Kazuma was banished by his father from the Kannagi family. From Kazuma begging and sobbing at his dad's feet, pleading to let him stay and promising that he'll do better, to Genma slapping his son, disowning him, and telling him to get out.
