For a really hilarious sitcom, it's packed a lot of sad moments.
- The ending of "I Were A Rich Man" features a radio broadcasting an attempted suicide from Peg, Bud and Kelly. Though the three were eventually talked down, it's a sobering thought that even an utterly self-absorbed person like Peg would be driven to something like that.
- The marriage between Marcy and Steve deteriorates, partly because of the Bundy's interference, but mostly because they were just too different from each other. Marcy is materialistic and money-obsessed while Steve used to be the same, but by the fourth season, becomes snarky and unloving towards Marcy. Then after losing his job, he becomes laidback and just wants to be in tune with nature.
- It should also be noted that Marcy was much nicer in the first three seasons, even kinda towards Al, but started becoming meaner after Steve left her. Also that it's implied several times that she never got over Steve, saying that she wants to be buried next to him or comparing him to Jefferson positively when Steve isn't around. This combined with her awful childhood implies her marriage with Steve was the happiest time of her life.
- In "It's a Bundyful Life, Part 1", Al is unable to get his money from the bank to buy Christmas presents and the episode ends with him being left tied up, saddened that he'll be unable to get his family any gifts (again).
- In the episode "Married... With Aliens", Al find out that aliens are trying to steal his socks, but nobody believes him. The aliens turn out to be friendly and even pose for photos, but Al loses the camera. He mopes that nothing ever goes right for him.
- Al reflecting on Kelly's childhood in "One Down, Two To Go" after the latter temporarily moves out, set to "Daddy's Little Girl". It's mostly Played for Laughs, but it can still tug on the heartstrings, especially the end shot of Kelly's smiling face on top of a drawing of a heart.
- In "The Godfather", when Kelly starts dating an Alderman, Al and Peggy completely ignore Bud and even excludes him from the benefits they've been reaping. Peggy even goes so far as to tell Bud that Kelly's their favorite now, clearly hurting his feelings.
- "The Legend of Ironhead Haynes" has Al Bundy face up to the reality that his Glory Days are never going to be revived or returned to him. He's a dinosaur: a hell of a past, made deep marks in the ground, but no future.
- One episode was awfully sad, and that episode was "Requiem For A Dead Briard", where Buck dies, but comes back as Lucky. Despite this, the episode did have a few funny moments, like Ben Stein in a chicken suit (and how he died after a bald man shot him), Peg's mom eating Kelly's new pet bird, Don Novello's appearance as his Saturday Night Live character Father Guido Sarducci, and Buck being reincarnated as the new dog, Lucky. But Kelly's heartbreak at the beginning of losing Buck will tug at the heartstrings of anyone who's ever lost a pet.
