Thor (film)/Tear Jerker

Thor trying and failing to lift Mjolnir halfway through the movie. He walks up, a big grin on his face, and grabs the hammer...but he can't pull it out. He tries for a few minutes before falling to his knees and screaming incoherently at the sky. It's hard to describe the exact look on his face--its like a soldier coming home to his wife, looking forward to his favorite meal, and finding out she doesn't even remember him.
Loki's cruel lie when he claims that Thor's mistakes and exile have caused Odin to die of grief, and now their mother blames Thor and never wants to see him again. Thor pretty much hits the Despair Event Horizon at this point.
- Before that Thor asking him "Can I go home?" like a little kid.
The scene where Loki discovers that he's a Frost Giant and Laufrey's son. Even the part where he loses it and screams at Odin to tell him why he saved him - oh, Hiddleston, why don't you carve my heart out with a spoon, it'd be less painful?! And then when he's ranting about how it's obvious that Odin never loved him as much as Thor, Odin falls into the Odinsleep...
Odin's reaction to Thor's Calling the Old Man Out. It's so easy to forget that he's not just a king, he's a father who was terrified when his sons were nearly killed going to the Jotunheim and therefore furious that Thor would put them in such danger. Also Thor's look of shocked disbelief that his own father casts him out! The tremor in Odin's voice during this sequence cements it.
Loki. Sure, he's crazy and genocidal, but the shit that lead up to his messed-up-ness is really unfair.
- What does Loki really want out of all his shenanagans? Love. He wants affection from his people and family, which he's been denied all his life. That's it. The poor guy is just really fucking lonely.
- Case in point: The way Odin explains how he "adopted" him amounts to "I killed your people, kidnapped you, have held you hostage all your life; you were my political tool and now you're worthless."
- Check out the scene right before Loki lets go of Gungir. I'll give you a minute to find it on youtube. Got it? Then you'll have noticed that he's crying.
  - In the first place, Loki tries to kill himself, full stop. Seriously. If that doesn't make you feel at least a bit sorry for him, you have no heart. It doesn't matter who someone is; no one should feel like that.
  - It's pretty sad for Odin too. I can imagine him heavily lamenting his last words to Loki before he watches him let go. If he had just said something more compassionate and understanding, perhaps Loki would have accepted him to some degree but instead, Odin's final words was all he needed to hear to sink into the abyss. Made only worse by what happens after, because I'm sure he saw everything and knew that in some way, he was always going to have to bear some of that blame.
- Heimdall dismisses him with "Enough." Thor dismisses him with "Know your place, brother." Odin just yells at him when he tries to get a word in on an argument. It's likely this has been his life, being put aside, and it's likely that as gods, they would have lived for hundreds of years before reaching this point (think about the difference in time between the victory over Jotunheim, and the film). Imagine it. Hundreds of years, being ignored and derided as just someone to laugh at occasionally.
Thor talking to Loki through the Destroyer, begging him to stop his assault on the humans on his account, sounding so forlorn and confused as to why Loki hates him.

Thor: Brother, for whatever I have done to wrong you, whatever I have done to lead you to do this, I am sorry.

- It becomes even sadder upon watching the Deleted Scenes because the music playing during Thor's confrontation with the Destroyer is a Dark Reprise of the music playing during a deleted scene from the beginning of Thor when Thor and Loki shared a brotherly moment.
Despite what one might think about the romance-subplot, the last line in the film: "She searches for you."