At the end of the crossover with Hellboy, the main characters crowd Red and lick his face. It's adorable!
The very first story closes on Jack curling up in his doghouse, finally able to get a good night's sleep. He sees Orphan out in the rain and lets him come in, and they curl up together. Until now, Orphan apparently had a neutral relationship (at best) to the dogs, and this is implied to be the first time he helped them with anything. What we're seeing is the first moment of real friendship, and it's adorable!