The first time Bayonetta calls Luka by his real name.
Near the End, when Cereza (when with Baldar) acknowledges Bayonetta coming into the room.
Bayonetta:(relieved?) Little one...
After saving Young!Cereza from Balder, Bayonetta puts her to bed in what seems to be "the past". Bayonetta sings "Fly Me to the Moon" as Young!Cereza drifts off to sleep.
Jubileus is about to awaken, Bayonetta is unconscious, and it looks like Father Balder is about to win. Then Jeanne arrives, and the following exchange occurs:
Father Balder: Now, Jeanne, you provided me with many blessings; the one and only authentic Left Eye. Merely seeing it must stir jealousy within you. Your body must yearn to feel a new universe form around it.
Hell, the ending when Romance starts playing is prone to produce the warm-fuzzies. Especially when Bayonetta pauses in her graveyard romp to pluck a flower from the Rosemary bushes Luka hauled in to lay on her casket.
In the language of flowers... rosemary equates to remembrance.