I'll go for one of the older episodes...I thought Feeling the Heat was upsetting, just because the parents killed their baby that they thought was sick, but he wasn't. It was so depressing.
Ooh, and here's another baby one- Gentle, Gentle. I thought it was upsetting how attached Grissom got to the baby, and I will always remember the scene where Grissom finds the child and sees the mother screaming, but can't hear her. I think the slow motion was amazing there.
Of course, Grave Danger was upsetting-Poor Nicky got buried alive!
Nesting Dolls was upsetting because of Sara's revelation with Grissom.
There are so many not-so-happy CSI episodes, but they're all amazing!