The Dark Brotherhood questline, specifically (SPOILERS):
-Aventus Aretino. Just walking into his house and hearing the things he was saying bothered me. But I did laugh at 'When I grow up, I'm gonna be an assassin. Then I can help lots of children, just like you!'.
-Standing in the Night Mother's coffin for the first time, when the thing just illuminates and she speaks. *shiver*
-The attack on the Sanctuary. Watching my family die was awful. Seeing Festus pinned to a tree by arrows was the worst part.
-Talking to Astrid's burnt body.
-The torture victims, especially the old woman.
-Tova's suicide.
Other things that bothered me:
-The Molag Bal quest.
-The cannibalism quest. I just killed the entire cult's asses and got the hell out of there.
-Susanna the Wicked's corpse. She was a lovely lass
Feel all depressed now.