The scene in Bride of Frankenstein with the blind man is the most touching scene I have witnessed for sure. Such a same it had end so soon. Orphanage and Devils Backbone fo sure. Leatherface seems to a degree a tragic character to me. Girl Next Door fo sure aswell.
Oh and Seed of Chucky. I felt bad for Glen, constantly being bullied and not having the best parents. I don't think he deserved any of the crap he got, even if he's just a doll.
The opening of Who Can Kill A Child is pretty powerful aswell since its actual footage of children being subjected to cruelty. Provides a perfect context for the rest of the fictitious elements of the film.