The Cigar Girl's truly terrified "Not from him!" (Regarding Bond promising to protect her) just before she kills herself. How much of a bastard is Renard that this Femme Fatale would rather take her own life than suffer his wrath for failing to carry out his orders?
In the backstory, Elektra's father not paying the $5 million ransom for her on M's advice. It wound up being her Start of Darkness. M also expresses regret over leaving Elekta with Renard. "It went against every instinct I have as a mother." A lot of her reactions can boil down to My God, What Have I Done?.
Bond is visibly uncomfortable and quickly changes the subject when Elektra asks him if he's ever lost someone close to him. It's heavily implied that he's thinking about Tracy.
For car lovers, Bond's BMW Z8 being cut in half by a buzzsaw helicopter.
What's worse is Bond saying afterwards "Q's not going to like this" non-ironically. His old friend just retired and he couldn't bring this one car, back and intact.
Valentin Zukovsky storms the Supervillain Lair and figures out Elektra and Renard have murdered his nephew (the submarine's captain), simply by looking at his cap.