"Double Trouble" had a scene where Rudy was knocked out, and almost killed. Snap runs up to him and asks desperately if he's okay, almost on the verge of crying.
Snap: RUDY! SAY SOMETHING!
Rudy: * awakens* What do you want me to say? * both smile* .
The ending of the Big Blow Up movie where Penny gives Rudy a big hug when she sees he's okay.
In "Mother Tongue", Penny has been forced to speak in random gibberish by the title character, on the day she has to give an important speech. When she first attempts to say her speech, she runs off the set. The next time we see her, she's crying over her soon-to-be failure. Then, her mother comes along and tells her that wither she succeeds, fails, or withdraws, she will always love her.
When Rudy first meets Blocky, he gives him a loving hug. He later does the same thing when he see's him again in Skrawls debut episode.
Penny is explaining physics to Rudy and Snap in her debut episode and Rudy sighs and says he loves it when she talks like that.
Penny giving hugs to Snap and Rudy saying she loves them.
Even after trying to hurt him, Rudy helps Cyclops and gives him a second eye, making him Biclops.
Little Rudy is so adorable himself.
Rudy's little cousin Sophie finally impresses him when she makes a swing to save herself.
Rudy and Snap hugging in "Madcap Snap".
Rudy and friends getting his chalk parents back together with their ukulele song in the valentines episode.
Rudy and Penny reaffirming their friendship in "Power play".
After Doofus Rudy and Doofus Penny start flirting with each other, we get this:
Penny: (nervously) Remember they're nothing like us.
Rudy: Yeah, you really are a genius.
Penny: And you have genuine artistic talent. (Both blush)