Tate trying to save Violet's life during episode 6. At the end of the episode, he tells her that he loves her and that he will leave her alone, if that's what she wants. It's not. The episode ends with her holding him, like he'd held her earlier.
Takes on a whole new light with the reveal that he failed to save her.
In the season finale, all the Harmons reuniting as ghosts. Especially when they're putting up a Christmas tree. Bonus points that it seems Moira is now a part of the family.
On that note, Vivien asking Moira to be her newborn's godmother.
Asylum
Even though it was a Hope Spot, Leo attacking the first Bloody Face copycat with only one arm in order to save his wife was pretty heartwarming.
Sister Jude visiting the house of the girl she killed in a drunken hit and run. The look when Missy walks in alive and well is quite a moment.
Sister Jude's final six months. She eventually returns to sanity under Kit's nursing hand, acts as a grandmother to his two children, and becomes close friends with Kit himself.