After Liz kills herself in The Cat Lady he says that he wanted to be her friend and seems upset over how he couldn't stop it from happening.
In his playthrough of Haunting Ground, Cry takes good care of Fiona's Canine Companion, Hewie. When he's going over the controls for Hewie, he learns that there are a set of commands for discipline. Cry's immediate response?
Cry: Screw that!
Not to mention how horrified and shaken he was when he accidentally kicked Hewie at one point.
Cry: *is hiding Fiona in a corner* I am the worst kind of person...
His playthrough of Fragile Dreams at the end when Seto hears the voices of his companions urging him forward. Especially his affection toward PF when a lot of the fans give her flack.
A small one that requires reading between the lines in his Let's Play of The Wolf Among Us. Back when he played The Walking Dead, he killed Danny St. John with little hesitation, but he then immediately regretted it because Clementine had seen it. In The Wolf Among Us, he got the chance to do the same thing to one of the Tweedles, but chose not to.
Compared to when he first started playing, he really came a long way in his Let's Play of Ōkami, getting invested in the characters and story. In the major Heartwarming/Tearjerker moment of the final boss battle, you can hear him getting choked up in some parts.
Despite the sub-par translation, Cry got really invested in the characters in Forest Of Drizzling Rain, so much so that when he accidentally got the worst ending of the game, he chose to replay it correctly and wound up getting the Golden Ending, which he gleefully described as really touching.
Cry's monologue at the end of his Valiant Hearts playthrough, where he admits he never took history very seriously, brushing it off as unimportant and in the past, never really grasping that they were real events real people had to live through, and that this game powerfully drove home the weight of that reality for him. He didn't expect much from the game, but by the end he loved it.