God, pretty much the entire movie, but some notable examples are...
- The ensemble sing-along to the devastatingly sad Aimee Mann song, "Wise Up". Virtually all of the main characters feel completely alone and isolated, held back by past regrets and fears of judgment, and the only solace they have is within themselves.
- The lead in to that moment is quite depressing as well. Former womanizer Earl Partridge, now on his deathbed, confesses his greatest regret to his nurse, Phil: cheating on his first wife. When he talks about how he's gone too long without being punished, it's hard to imagine anyone not shedding a tear at the very least.
- Worse still is the moment where Phil gives Earl morphine to lessen the pain of his cancer. He knows he will likely be dead by the end of the night, and it's genuinely heartwrenching when Phil breaks down crying.
- The entire character of Frank "TJ" Mackey. He was abandoned by his father when he was only a child, and was forced to watch his mother slowly succumb to cancer while he was entirely helpless to do anything. The trauma of that situation eventually led him to become the chauvinist and misogynist we see at the beginning of the film, and it's all an act to cover up the pain he feels inside.
- The moment where Frank confronts his father, who turns out to be Earl Partridge, on his deathbed, is simply heartbreaking. The second he sees him, he starts verbally insulting him until he realizes how close he is to death, and he still vows not to cry for him. Eventually, he can't control his feelings anymore, and he breaks down sobbing, repeatedly saying, "Don't go, you fucking asshole." This scene alone probably solidified Mackey as the role of Tom Cruise's career.
- The scene where "Quiz Kid" Donnie Smith drunkenly rants in the bar speaks volumes about his character. He won a quiz show when he was a child, only to have the money stolen by his greedy and neglectful parents, and since then, his life has been a series of disappointments. He is now looking to get braces to impress his crush, Brad, a local bartender, and even though he knows it's hopeless in this moment, he still pours out all of his feelings for Brad, just because he needs someone to connect to.
- The moment near the end where Donnie confesses to Jim Kurring to stealing money to fund his oral surgery is also very sad. He realizes how stupid and selfish his actions have been, and he tearfully confesses, "I really do have love to give. I just don't know where to put it."
