What episode was this?
It's been almost 13 years, since I saw this episode. It a multi-parter episode, which takes place during the "Moon Cosmic Power" era.
Here's how it goes: It starts out with Sailor Moon's friends out in the rain. Sailor Moon, dressed in her school uniform, is in her room with her younger brother Sammy by her side.
Later on in the episode, she finds her Cosmic Heart Compact, but doesn't transform. She also sees Sailor Uranus and Neptune at a building. Near the end of the episode, she is seen crying, with her compact on the ground, as well as the captioning "To Be Continued..." at the bottom.