My answers:
Senators -- The last-minute loss to New Jersey in 2003 was pretty heartbreaking, but I'm going with the game seven tank job against Toronto in 2004, when I realized that this team will NEVER beat the Maple Leafs.
Blue Jays -- I'll go with the final weekend in '87 as well, although seeing a supposed playoff contender win only 67 games in 2004 for no good reason is up there.
Lakers -- Magic Johnson's retirement.
Broncos -- I could say it's the 55-10 Super Bowl loss to the Niners (although they were clearly outmatched before the game even started) or the blowout AFC title game loss to the Steelers three years ago at Invesco, but losing to San Fran in the season finale two years ago, at home, being favoured by 11, where they made the playoffs if they won, and then having their young emerging safety murdered that night is my choice.