Mine were: (I have forgotten the episodes numbers)
1) When Haibara was blaming Conan for not helping her sister who was dying after being shot by the Black Organization.
2) During the last ep of Desperate Revival when Ran confided in her feelings with Conan, who told her Shinichi left a message requesting her to wait, eventhough Shinichi had already shrunk.
3) During the mermaid case when Kazuha tried to save Hattori by using the arrow to poke him so that he would let go of her hand.
4) And the episode where Akai Shuiichi sacrificed himself to keep Hidemi Hondou safe in the B.O. (Even though I'm 100% sure that he's alive.)
5) The most tearjerking one for me is when Sato confronted the bomber who killed Matsuda, and when Takagi stopped her from killing the bomber, and in the later ep, when she saw the ferris wheel in Tropical Land.
For me, Detective Conan consists of a rollercoaster of emotions. I'm just glad that I get to experience them through the anime, not in real life.