In the first chapter, after Lyra (however briefly) convinces Twilight of their past friendship, Twi helps her finish Lunar Elegy #7 and gives her a much-needed hug.
More generally, Twilight's sincere desperation to help her forgotten friend out of her situation, which Lyra remarks upon:
"Twilight was fumbling for ideas at this point. She was trembling all over. I will always admire her concern and sincerity when she comes to this point of “knowing,” but I also can't stand to see her so distraught. My only solace is that it never lasts long, and I knew it would only be a matter of time then."
At the end of the first day of her cursed life, Lyra decides to try and kill herself. A passing stallion manages to talk her out of it when Lyra asks him why she shouldn't end her nightmare and he replies:
Because you are so special, so precious, and this world would be a lot less worth enjoying if you chose to leave it.
Applejack in Chapter III, when she feeds a freezing, starving and desperate Lyra and carries her back to Sweet Apple Acres to rest and heal up. Although it doesn't last, she later helps Lyra build her own cottage to keep warm.
In Chapter IX, Lyra is returned to Ponyville after discovering the effects of the Threnody of Night, and is found by the unnamed village confectioner ( Bon Bon), who brings her inside and warms her by her oven. At this point Lyra is on the verge of another Despair Event Horizon, after her brief experience in the Realm of the Unsung and having now discovered a ninth elegy in her head. This exchange occurs after a few minutes in the confectionary.
Bon Bon: Now, don't be shy. I'm not mad at you in the least for trespassing, darling. The way I see it, life isn't so terrible that we must keep our painful experiences secret. So, would you like to tell me just what brought you here?
Lyra: I... I fell... just outside, remember? And... and you brought me in. You insisted...
Bon Bon: Did I, now?
Lyra: You... You forgot about me... You forgot how I came here... and yet... and y-yet you still took care of me?”
Bon Bon: And why wouldn't I? You're a pony in need. Isn't that what matters?
At the end of Chapter XIII, Al, a cat that Lyra had been taking care of through the chapter and just gave up to make sure he could have a better life, runs away from Fluttershy across all of Ponyville to go back home to Lyra.
In Chapter XVII, the reconciliation between Scarlet and her estranged mother, Mayor Mare.