The masked vigilantes
There are people who take justice into their own hands, but by making them all "masked" the authors show that it doesn't really say a lot about someone's courage to do something without accepting responsibility for their actions. Likely this indicates poor motives.
The irony of cops and robbers
Who's the good guy in a big city? Is it the people who maintain the order by arresting criminals? Is it the criminals themselves? They are certainly just to certain members of society. This good guy/bad guy dilemma parallels the thematic question about what constitutes heroic behavior.
The cancer accusation
If Manhattan is allowing his colleagues to suffer radiation in the lab, that's a pretty immoral action, and he escapes the accusations by fleeing the planet. This is one of many instances of powerful, titanic characters clashing in serious ways.
Rorschach's alleged murder of Moloch
This is twisty; Rorschach is a good (ish) person who is accused of killing someone he may or may not have killed, Moloch (a bad person). For this, he finds himself in jail. Strange that a hero could be imprisoned for killing a super-villain, but yes, it's illegal to execute such judgment without due process. Ironic for the superhero genre no doubt.
Juspeczyk's father
When Juspeczyk confronts Manhattan on Mars, she learns that her real father is Blake, the first victim of the novel. The irony of not knowing one's real father is clear, but there is another irony—her father is a dead man. There is no one for her to relate to because she didn't find out until it was too late.