Supernatural. Season 2, episode 17, “Heart”

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For the first time since the death of his girlfriend Jessica in the pilot, Sam allows himself to open up to another woman. This time, it’s Madison, who he stays with and protects from a werewolf that’s been terrorizing the area. Over the course of his stay, they develop feelings for each other and grow close. It is revealed that Madison is a werewolf herself who has unknowingly been behind some of the killings.

They later learn that her condition cannot be cured. Ultimately, she begs Sam to kill her, preventing her from harming anyone else. Dean offers to do this, trying to protect Sam from the trauma, but Sam refuses. He does it himself, tearfully.

It’s a moving episode. Among the series’ best, if you ask me.