These are mine that come immediately to mind:
Duncan looking up at the beacon in the Ostagar cut scene.
Niall in the fade got to me in my latest play through - “take the litany from my body”. Poor man, after trying so hard to help everyone too.
And as already mentioned, Zevran's story.
Telling the Dog to be good before you go off to fight the Arch-Demon.
And anything that Alistair says before he kills the Arch-Demon. Particularly when he tells you that he wants to be a Good King, and ending the Blight “as his first and last act as king” will make him the “best king he could be”. Likewise when he says that he and pc “both know that he was just a convenience" to get rid of Loghain; and Anora shouldn't have to pay for him to remain king. I find Alistair's allusions to his own feelings of being – well, disposable - heart breaking.
When Anora acknowledges Alistair's sacrifice to save “his country and his friends” . Surprised me and I actually warmed to Anora there. Nobody else cared much. Haven't been able to dislike her much since.