Episode 3 has Ebine's backstory and her weeping over her lost husband.
The last few episodes of the second season will bring anyone to tears. Namely Rue's backstory, Rue's confession and giving herself up to save Mytho, Mytho choosing Rue over Ahiru, and Ahiru giving Mytho up willingly.
Not to mention Fakir and Ahiru's pas de deux in episode 25. This troper cries just hearing the music featured during that scene.
It's worse when you realize it's The Last Farewell from Prokofiev's Romeo and Juliet. The last scene between Romeo and Juliet before their deaths.
Don't forget about Edel's death in the first season finale. The fact that as she burns to death, her last request is that Mytho and Ahiru dance for her does not make it any happier.
In episode 6, when Mytho gets the heartshard of fear and becomes terrified of Princess Tutu, Ahiru's breakdown is very upsetting and really marks a turning point in the series. It's not her fault the shards she returns to him are negative emotions, and seeing her pure intentions cause the boy she's trying to make happy whole gallons of pain, it's hard to blame her for sobbing her eyes out. "I just wanted to make him smile!"
Rue's dance with ravenified!Mytho is absolutely heartbreaking. He's literally a monster, she made him that way, and she dances with him and remembers how she fell in love with him only to hurt and transform him against his will. It's beautiful and scary and tragic all at the same time.
In episode 26 when Ahiru is turned back into a Duck and tries to talk but none understands her. The bit where she dances turns it into a Crowning Moment of Heartwarming.
Am I the only one that felt really bad for the lamp in episode 5?
No. Very, very much no.
Fakir not being able to stop himself from writing Ahiru's beatup. Good thing he stabbed his hand to prevent anything else happening. GAL! CURSE YOU DROSSELMEYER!
Episode 25 has Duck being driven into complete despair, wondering if everything is her fault, and, at Drosselmeyer's prodding, walking off to drown herself in the lake.
The scene in episode 25 where the final heart shard is restored, especially Fakir's narration as it happens. And the music.
Mytho: I never doubted you would come for me. The feelings you returned to me...The feelings of love, affection, sorrow, loneliness...All of my feelings told me that Tutu was sure to come for me.
Fakir: Tutu quietly gazed into the prince's eyes, then took off the pendant. The final heart shard was shaped like a pair of fluttering wings. Wings for the people who had spent a comfortable time inside the story to leave the nest with...
Fakir and Tutu: Wings for the prince to return to himself with.
In episode 25 when Tutu becomes a duck forever, Mytho bows to her in awe.
Mytho: You were... That something so small and fragile accomplished this...Thank you, Princess Tutu.