In the Planar Adventures book it mentions that Shelyn has a place in her realm set aside for Zon-Kuthon in case he is ever redeemed. May seem weird but that detail kind of makes me want to cry.
Gonna use spoiler tags 'cause, well, I can. And lets people browse without skipping the whole shebang.
Rise of the Runelords
Spoiler:
Nualia's whole story- including the part where we killed her, in the first playthrough, and then found her journal afterwards. She is absolutely evil, and absolutely a menace, but the road she took to get there was so needless.
Curse of the Crimson Throne
Spoiler:
Anything to do with the crimes of Gaedren Lamm- yeah, you get to make him pay, but that won't bring his victims back, and since you work his crimes into your backstory if you use the campaign traits... yeah. Although I will admit, killing him is highly satisfying because of it.
And Sabina and Ileosa's story is also just... sad.
The Cinderlander's backstory and what he's done with his life since. Such a waste.
The Pathfinder Goblins!!! comics
Spoiler:
The goblin playwright's story. As someone in love with the written word, it gets me right in the gut. Poor little guy.