Being the Avatar means wielding power unimaginable to most. The most frightening use of such power comes to fruition when the Avatar enters the Avatar State: a powerful trance-like experience where all the bending powers of past Avatars accumulate into the current iteration. Though powerful, it is a traumatic experience for both witnesses and the Avatar. In the Season Two opener, Earth Kingdom General Fong tried to forcefully trigger such a state in Aang after their victory at the North Pole. To do so, he entrapped and threatened to murder Sokka and Katara. This moment is incredibly disturbing and distressing to watch. The emotion conveyed in Aang is one of pure desperation, and it is hard to see if you're a fan of the character.
While the Season One and Season Three finales were major. jaw-dropping battles, the second season's ending was far more tragic and horrifying. After attempting to master the Avatar state, Aang, Toph, and Sokka return to Ba Sing Se only to find that Katara has been kidnapped. Not only that, but Iroh comes to them begging for help in finding Zuko, who has also been kidnapped. As the episode comes to an end with a battle in the underground city, Zuko, who had hinted at turning sides, betrays Katara and joins Azula against the team. As Aang attempts to enter the Avatar state, he is shot down by Azula and nearly killed. The entire team is nearly destroyed, and the capital city falls to the control of the Fire Nation.
A very early moment in the series, but a crucial one, was Aang's discovery at the Southern Air Temple. Only the third episode in, The Southern Air Temple instantly solidified Avatar as a more mature series than anything Nickelodeon had previously produced. Aang, Katara, and Sokka traveled to Aang's former home in search of the other Airbenders. Sadly, what they discovered was a horrifying example of the Fire Nation's inhumanity. Apart from the decay and ruin of the temple, the human cost was even more terrifying. In an effort to weed out the avatar, the Fire Nation committed genocide against the Air Nomads, killing all of Aang's companions and his mentor Monk Gyatso. This triggered the Avatar State within Aang for the first time. This traumatic and heartbreaking sequence is a turning point for the characters and the series as a whole.
The single most heartbreaking and tear-jerking moment of the entire series lasts barely over a few minutes, but its impact had reverberations beyond the narrative of the series. In the anthology episode "The Tales of Ba Sing Se," Uncle Iroh's story, The Tale of Iroh, is the strongest piece of storytelling in the entire series. Iroh spends a day traversing the city, interacting with multiple citizens. Throughout this day, he gathers supplies for what he calls "a special occasion." By the end of the episode, it is revealed that this is Iroh's late son Lu Ten's birthday. He remarks on his grief and ends the story singing a lullaby. The final shot is bookended by a memorial for Iroh's original voice-actor, Mako Iwamatsu, who had recently passed.
While Ozai never followed through and murdered his son, he did eventually traumatize him emotionally and physically. Upon being invited to a war meeting, Zuko spoke out in defiance in regards to the lack of empathy for civilian lives. As punishment, his father challenged him to Agni Kai, a firebending duel. Being only a boy, Zuko had no chance against his father. When faced in battle, Zuko pleaded with his father to show mercy. Instead, Ozai permanently scarred him, resulting in the signature fire shaped scar across his face.