The goodbye Wind in His Hair shouts from the cliff as Dunbar/Dances With Wolves and Stands With a Fist leave the Lakota to make their own home.
Dances With Wolves! I am Wind in His Hair. Do you see that I am your friend? Can you see that you will always be my friend?
What really sells it is the Meaningful Echo—early in the film, when encountering Dunbar at his home, a defiant Wind In His Hair screams, "Do you see that I am not afraid of you?". Fast-forward to the end of the film and it's obviously the complete opposite.
Stands With a Fist and Dances With Wolves/Dunbar's reunion after his capture at the Fort.
After months and months of gaining his trust, Dances With Wolves/Dunbar finally gets Two Socks to eat from his hand for the first and only time.
Wind in His Hair's words to Dunbar/Dances with Wolves as he's helping him dress for his wedding with Stands With a Fist:
Wind in His Hair: You know, the man she mourned for... he was my best friend.
Dances with Wolves: I didn't know that.
Wind in His Hair: He was a good man. It has been hard for me to like you. I am not the great thinker Kicking Bird is. I always feel anger first. There were no answers to my questions. But now I think he went away because you were coming. That is how I see it.