The saddest part in this...
... is when Fievel tries not to cry and says: "You're right! I don't need them!" referring to his parents and kicks some hay and then says: "They've probably already forgotten about me." And then it goes into the Dreams to Dream theme. I think it's one of the saddest things I've ever seen. Listening to the score of this scene on the soundtrack is also quite emotional. It's just a flute and a harp. The flute is so vulnerable sounding. Beautiful.
I love Fievel! :)