The Baudelaire's developing friendship with the Quagmire triplets.
What implicitly went on between Violet and Quigley in The Slippery Slope (even though, this being the series it is, she then never sees him again).
From The Grim Grotto: "When you think of me, think of a food that you love very much."
A big CrowningMomentofHeartwarming in the film's ending, surpreezingly! Count Olaf is arrested, and (although a fantasy sequence) is put through most of the significantly harrowing situations the orphans were forced into, the Baudelaires looking cheerful for one of only 3 moments in the film, and the big kicker (can be seen as a TearJerker as well) - Mr. Poe dropping the children off at their parent's mansion. They walk in seeing it completely repaired, although, as expected, it is but an illusion. Then, Klaus takes up the torch (or in this case, a VFD spyglass) - cue triumphant brass.
This Troper found a outtake/blooper from the movie quite heartwarming. During a take of the scene where the Baudelaires are talking with Aunt Josephine and why she doesn't heat up soup. Meanwhile, the actress playing Sunny slowly falls asleep in her chair. When they finally notice, they have adorable reactions. not to mention Meryl Streep going "Hello Sleepy Peep"