In "Steve goes to College," Blue and her friends gave Steve a scrapbook to remember them by, wishing him good luck. Blue then gave him a phone as a present to keep in contact with them. Then he said goodbye to Blue and the viewers.
Steve: ... I'm gonna miss you. (Steve hugs Blue and turns to the viewers) I'm gonna miss you, too. I'll never forget how you helped me find all those clues. You really are so smart! Which reminds me... will you take good care of my brother, Joe, while I'm at college? ...Great, cause sometimes he needs a little help, kind of like me.
Steve then wishes all the other residents goodbye, and just before he leaves, he turns to the viewers again.
Steve: Thanks again for all your help.
The epilogue scene: Blue and Joe are playing around and Joe gets a call from Steve, who then talks through the viewers. To say it's heartwarming is an understatement.
The end of the season 1 finale "Blue's News." It turned out that the answer to Blue's Clues was that Mr. Salt and Mrs. Pepper had a baby. Steve is about to sing "We Just Figured Out Blue's Clues" when he has a Double Take as he realizes that they had a baby, and he promptly books it to the kitchen while quietly singing a shortened version of the song as he goes to see them. The rest of the episode, where Steve, Blue, and the viewers are introduced to Paprika, is too precious for words.
At the end of the episode "Meet Polka Dots," when Blue and her stuffed toy Polka Dots are playing astronaut, we get a song (called "You, My Friend") sung from Polka Dots' point of view. It's sweeter than it sounds.
Later in the series, there's a five-episode story arc dedicated to the birth of Cinnamon (Mr. Salt and Mrs. Pepper's second child, and Paprika's little brother). The third episode has the residents of the house celebrating "Mr. Salt and Mrs. Pepper Appreciation Day" to show how much they appreciate them, and they even sing a song about it near the end of the episode.
"Our Neighborhood Festival" is dedicated "In loving memory of Fred Rogers. The neighborhood won't be the same without you." Clearly they truly meant it, as several of the show's staff would go on to create Daniel Tiger's Neighborhood.
The 100th episode - the characters actually thank us for teaching them so much over the 100 episodes.
"Blue's First Holiday," which sees Joe and the gang watching home movies, has several moments:
How did Steve get Blue? One Christmas, when he was a kid, Steve got a present in the mail: a book, called "About a Puppy"... which featured a certain blue puppy, wondering who could be her friend. One night, before going to bed, Steve said he'd be the puppy's friend. The next morning? Blue skidoos out of the book to be with Steve.
Blue as a baby in general is just adorable, especially after skidooing out of the book.
As an intermission of sorts, Joe and Blue go and answer a phone call in the living room. The caller? Steve.
How did Blue's Clues get invented? Blue wanted to let the others know that Baby Joe's blanket was still outside, by the snowman in the front yard, but there was an obvious language barrier.