When Haku and Zabuza died. *sob*
And definately Gaara flashback. I think that must have been the saddest story in the series. It made me feel sorry for Gaara and like him a lot more. It also was good when Gaara realized that the way he is he isn't going to become the strongest, and why Naruto is stronger than him.
Those were so sad stories, I nearly shed a tear.