*Requiem For A Dream - it's hard to pick only one moment out of this movie, so i'll just name three
. The entire end sequence, the first scene (where Harry and Tyrone take the tv from Harry's mother), and this following bit of dialogue -
Sara Goldfarb: I'm somebody now, Harry. Everybody likes me. Soon, millions of people will see me and they'll all like me. I'll tell them about you, and your father, how good he was to us. Remember? It's a reason to get up in the morning. It's a reason to lose weight, to fit in the red dress. It's a reason to smile. It makes tomorrow all right. What have I got Harry, hm? Why should I even make the bed, or wash the dishes? I do them, but why should I? I'm alone. Your father's gone, you're gone. I got no one to care for. What have I got, Harry? I'm lonely. I'm old.
Harry Goldfarb: You got friends, Ma.
Sara Goldfarb: Ah, it's not the same. They don't need me. I like the way I feel. I like thinking about the red dress and the television and you and your father. Now when I get the sun, I smile.
*Also, Amores Perros - the part where the "homeless" man comes back to his shed to find that the dog he saved had slaughtered the other dogs. It's crushing enough taken at face value, but when looking at it as a metaphor for humanity...
*Se7en - Mills' moment of realisation at the climax, the scene where Mills, Somerset and his wife are having dinner (these two being interrelated as one intensifies the impact of the other)
*Blade Runner - scenes already mentioned
*Donnie Darko - final scene where Gary Jules' cover of mad World starts playing...plenty of other great moments in the film but this is the best
There are many more from other movies I like but these are the ones I could think of off the top of my head.