Season 1.
Season finale: CDC explodes, Group travels again to find safe refuge.
Season 2.
Mid-season finale: Shane snaps and lets all the barn walkers out, Rick shoots Walker Sophia.
Season finale: Herd of walkers attack the farm, Rick declares "ricktatorship", Preview of The Prison and Michonne.
Season 3.
Mid-season finale: Group attacks Woodbury, Dixon brothers fight!
Season finale: Governor unsuccessfully attacks the Prison, Group takes in all Woodburians.
Season 4:
Mid-season finale: Kill 'Em All! Group is split apart, Hershel dies.
I feel that Season 3 and 4's mid-season finales are stronger than the actual finales.