Virtually everyone's initial reaction to Laura's death. As hammy and bizarre as they were, the complete and utter despair this town felt at her loss is unmistakable.
The school announcing her death over the loudspeaker, and Donna bursting into loud, hysterical sobs in the middle of class.
The principal's reaction is especially moving when compared to the common portrayal of school principals as barely hiding their contempt for students.
The shot of the telephone's receiver dangling, from which Mrs. Palmer can be heard reacting to just learning of Laura's death.
The entire sequence from the discovery of her body is haunting, as Mrs. Palmer lives the worst nightmare of any parent during the fruitless search for Laura's whereabouts.
Andy's phone call to Lucy telling her that they found the rail car where Laura was tortured and murdered.
Andy: [breaking down] Tell Harry we found where... where it happened. Where Ronette and Laura were taken and tortured. Tell Harry... I didn't cry.
During the morgue scene, Albert is sent flying into Laura's body, knocking her arm off of the table, after Harry punches him. Once everyone leaves, Cooper gently places it over her chest, giving a somber look down at Laura.
Harold Smith being Driven to Suicide following his feeling betrayed by Donna's snooping.
Phillip Michael Gerard's genuine,sincere breakdown when interrogated about the actions of MIKE, which he doesn't remember, culminating in him bursting into tears at the (false?) memory of his severed arm bearing a tattoo that simply read 'MOM'.
The fallout from Maddie's death, seemingly felt by everyone in the Roadhouse — Donna (who was never particularly comfortable or pleasant around her) breaking down into tears, Bobby (who never even met her) looking confused and grieved at the bar, Cooper being comforted by the waiter and obviously feeling his failure to stop BOB. The haunting song, The World Spins by Julee Cruise makes this scene an extra tearjerker.
Leland's death. Both tears of sadness, and, due to him dying as himself and seeing a vision of Laura, not to mention Coop guiding him, tears of bittersweet happiness.
Pete's death in the bank vault explosion. While Andrew was knowingly playing with fire through his choice of business associates, Pete was just tagging along with Andrew out of friendship and camaraderie.
Donna discovering that she's really Ben Horne's daughter eventually causes her to break down crying. Made slightly more heartwarming when it causes her to loudly affirm to Doc Hayward that he's her daddy and then turns to slight Nightmare Fuel when Doc Hayward gets so angry with Ben Horne that he nearly kills the man.
The last scene of Fire Walk With Me.
Most of Fire Walk With Me is tear jerker material due to the story alone: a young girl living under constant abuse and doing anything she can to numb herself to it, even though we know from the premise of the series alone that this is a doomed character.
The Return
As Season 3 starts, it's made apparent that BOB has still been in control of Cooper's body for the entirety of the time skip, leaving him in the Black Lodge this entire time. What's more, according to Andy and Lucy, most of the main cast hadn't even seen him for 24 years, meaning BOB disappeared with the body soon after the Season 2 finale. While this is more played for Nightmare Fuel in the episode itself, it's incredibly saddening to know that poor Cooper has been powerless for two and a half decades.
When we see Cooper still in the Black Lodge, he is near completely apathetic to all the bizarre events occurring around him. This is further emphasized by the blank, empty stare he maintains the entire time. Cooper really has become an Empty Shell.
One of his encounters being with the authentic Leland Palmer, apparently much more traumatised by 25+ years in the Lodge, limp in his chair and only able to beg Cooper to "Find Laura" in a feeble voice.
Also in the beginning of season 3, a clearly ailing Log Lady telling Hawk that she's too weak to come with him on the quest her log sends him on. Made worse by the fact that Catherine Coulson died shortly after filming the scene.
Doubly so in her last message to Hawk in Part 15 where she speaks her final words to him after telling him she's dying. When Hawk later breaks the news to the rest of the Sheriff team, the emotion on their faces just shows how much her life meant to all of them.
Part 15's end credits also feature an "In Memoriam" credit for her, under her real name of Margaret Lanterman.
A brief scene shows that Sarah Palmer's drunkenly spends her nights watching TV, clearly looking heartbroken.
By the penultimate episode, she's succumbed to whatever sinister presence has been hounding her and attempts to destroy the iconic photo of Laura Palmer.
Bill Hastings's slow breakdown after being arrested for double homicide is heartwrenching. He is a school principal and by all indications a normal, decent person. He is first completely convinced of his own innocence. Then during police interrogation he begins to realize his own memories of the night of the murder do not add up. His wife comes talk to him, convinced he is the murderer. Bill tells her he had a dream about the murder on that night, which implies he committed it while possessed. Then to twist the knife further, it is soon afterwards revealed that his wife was in on it, working with BOB in Cooper's body. He then shoots her with a gun Bill owns. His entire life is gone in a single day, and he doesn't know and cannot understand why.
When Cooper finally makes it out of the Black Lodge via switching with Dougie Jones, he becomes more of an Empty Shell, not even remembering who he is or even basic human function. It's depressing to see Cooper came out like this.
Emphasised when MIKE - once a mysterious and dangerous figure appears, Jiminy-Cricket-like to 'Dougie' in a vision, apparently channeling the audience:
MIKE: You have to wake up. Wake up. Don’t die. Don’t die. Don’t die...
In Part 4, Bobby enters the police station's conference room, where Hawk has been doing some research related to the Laura Palmer case. All it takes is one look at Laura's old Homecoming photo for Bobby to break down in tears, as if everything from 25 years ago is hitting him all at once. We even hear Laura's theme for the first time in 25 years to really drive it home.
Bobby: (trying to compose himself) Man...brings back some memories.
As of this writing, seven episodes have aired. A staggering five have featured "In Memoriam" cards in tribute to cast members who died both before and after the filming of this season.
Diane's breakdown after visiting Doppleganger Cooper. Up until the visit, she was rash and showed nothing but contempt for everyone in the FBI. It's not-so-subtly implied that she was raped by him.
Diane: It's his heart that's missing.
Doubling as a Heartwarming Moment, Part 11 reveals that Cooper, as Dougie, was the difference between life and death for a poor homeless woman at the casino - her single interaction with him caused her to regain her home, family, and money and saved her from her almost certain demise. And this whole time you thought that her entire character was just meant as a comic gimmick.
In Episode 6 when Richard Horne hits the little boy killing him and pulls over later only to wash the blood from the car. While the mother is sobbing clutching the kid.
Episode 8 has a moment when the Fireman produces a golden orb containing the face of Laura Palmer, seemingly as a counterbalance to the newly-born BOB. Knowing how things pan out, the sense of optimism surrounding the scene just cuts you to the bone.
Part 13 reveals that Ed and Norma did not end up together. Norma has moved on to dating some business man who's helping her expand the RR Diner, while Ed is implied to have lost Nadine as well. While most episodes end with a musical act at the Roadhouse, this one just shows Ed sitting quietly alone at his gas station. Although this is mitigated in Part 15.
In Part 16, Diane vividly recounts the night when Mr. C raped her. Made worse when it's revealed that Mr. C took her to the gas station to have her replaced by a doppleganger.
After Dale returns to himself, he says goodbye to Janey-E and Sonny Jim. While Sonny Jim pleads with Dale not to leave, Janey-E realizes that Dale isn't Dougie and tearfully says goodbye to him.
In Part 17 Dale steers Laura away from the path to her murder by taking her hand and guiding her through the forest. As awesome and heartwarming as that is, it doesn't last long. Dale turns back and finds his hand empty, then hears Laura screaming in the distance. He stares off into the forest, silent and alone. Cue Julee Cruise performing "The World Spins" at the Bang Bang Bar and you've got yourself a tearjerker ending.
Part 18 becomes the ultimate Tear Jerker in part due to the Fridge Horror that sets in once you take the time to think about all the implications it raises. In trying to Set Right What Once Went Wrong by attempting to save Laura from being murdered in the past, all Cooper ends up doing is creating an alternate world where everything seems a little emptier, a little darker. Laura in her new life as Carrie Page is now some sort of fugitive on the run with the only clues to her current situation being the rotting corpse in her house when Cooper goes to collect her. The Palmer family may not even exist here, and if they don't, it's possible many of the other precious people in Cooper's life may have undergone a similar fate. Even the Double R diner which has always been shown to be open no matter how late appears dark and abandoned when Cooper and Laura/Carrie drive into town, further foreshadowing that not all is right in this new world. It's only when Cooper discovers that the Palmer family doesn't live nor have they ever appeared to live in the new Twin Peaks does he realize something is horribly, horribly wrong, and the weight of his actions finally set in: he's been separated again from everything dear to him and Laura by rewriting reality, and has no idea what to do next or if there's even a way to fix things.
His reaction to discovering Sarah Palmer doesn't live in her house is the first nail in the coffin. When he's told this news by the current owner of the house, all Cooper can do is ask her to go down the chain of previous owners in the hopes that one of them might be Sarah or anyone familiar. It's as heartwrenching as it is unnerving to see the normally capable, always-ten-steps-ahead Cooper caught off guard and trying to grasp for whatever straws he can get to salvage the situation.
At long last, we finally see Cooper and the real Diane reunite for the first time ever in the series and it's nothing short of heartwarming, especially following the revelation that they're intensely romantically attracted to each other. Then she disappears after crossing over into the new reality with him while Cooper is left with nothing but a note from an unknown woman named Linda addressing someone named Richard that goes into detail about their ruined relationship and how Linda wants nothing more to do with Richard. Considering the eerie vision Diane has the night before of a woman who looks just like her and the new, unpleasant personality Cooper begins to slowly exhibit the longer he stays in this reality, it's very likely that Richard and Linda are this world's versions of Cooper and Diane, and Diane didn't disappear: her identity was supplanted by Linda's and she forgot herself and Cooper.
This makes Cooper's final fate even worse. He hasn't just failed in his quest to truly save Laura; he also ended up losing yet another beloved woman in his life whom he was deeply in love with who now wants to forget about "him" due to the effect of his otherworldly meddling. And there's a strong implication what happened to Diane is slowly happening to him. Not only has Dale Cooper completely and utterly failed, but he may also cease to exist altogether.
It should be noted, however, that the Gainax Ending is ambiguous enough that it can be taken in other, less bleak ways.
by Julee Cruise makes this scene an extra tearjerker.
