Early in Season One, Henry visits Frank for lunch and remarks that Frank would have more firepower if he swapped his revolver for an automatic. Frank's response? "I like wearing your gun, Pop." The look on Henry's face is priceless.
Added to when Frank adds that it was his grandfather's gun, which means that said weapon has been handed down for three generations in the Reagan family.
In S02E19, Jamie saves a baby from a burning building. There's a strong drive to award him for his heroism, but that means that his undercover assignment will be blown and his life will be in danger. Frank asks Renzulli to accept, and pretend that he was the hero. While Renzulli is pissed that Jamie didn't tell him, he accepts.
And then Frank gives Jamie a ribbon for his uniform's party salad in private.