Every third scene or so containing the Leandros brothers. There's always a thought, action, or just a sentence in the narration that manages to reflect the utterly diamond-hard bond between them. Being so in-tune with each other they're one step away from being telepathic also helps.
While it hardly comes as a surprise, we learn in Deathwish that Cal's first word was 'Nik'.
Cal doing all the things he usually can't stand doing, like running, meditation and sparring, all to help his brother mentally recover after Cherish's Mind Rape.
Of special note is the old photo of himself (attacking a mall Santa for not bringing Niko presents) he tapes to Niko's headboard, so it's the first thing he'll see when he wakes up. The note he attaches to it is just pure Cal.
Note: Cal's alive. Now get your ass out of bed and make him breakfast.
In a blink-and-you'll-miss-it sentence in Doubletake, Cal casually refers to Robin as his best friend.
For all the hell they get put through in Downfall, there are quite a few of these moments between the brothers and Robin. Standouts include Cal and Niko comforting Robin when he breaks down over his memories of all the times he's had to watch their previous reincarnations die, and the fear that he's going to lose them again, and the ending.
I laughed, a real laugh without a hint of cynicism, and it was one of the first I could remember being that fucking pure, before throwing my own arm around Niko's neck and reeling him into a pile of three - three times three times three. Niko, Robin, and me... death itself hadn't been able to change that no matter how many times it took two of us.