In the comic, Beatrice tells Charon she will pray for his burden to be lifted. Lucifer mocks her and claims that prayers are useless. When Charon is killed by Dante, these are his final words:
Charon: I scarcely believe it. Even here... her prayer was heard. At long last... my burden is lifted. Thank you, Lady Beatrice. For the first time... Hell has known mercy.
Every time Dante absolves someone. Specially his mother, Francesco and even his asshole of a father.
Whenever one of the Damned Souls gets redeemed, they seem genuinely relieved. Even when you save a monster like Gessius Florus, he'll respond to it with a "I humble myself before you, my Lord".
Dante and Beatrice's scene at the ending of the game.
Come to that, the fact that he is willing to go through every circle of Hell for her sake. (Killing(?) things rather than really experiencing the punishments directly, but still.) Even after she frenches with Lucifer, and after the way she talks to him throughout the Malebolge. How many people would have given up long before, or even taken up the journey?
A minor one, but unlike Kratos, when Dante hijacks an Asterian Beast and dumps a big pile of ownage over the denizens of Hell, he doesn't kill it afterwards and instead lets it go free. This means that every later fight you have with a beast involved could be that particular specimen that you just keep running into. Even more heartwarming when you think of it as a loyal pet that is willing to follow you into the depths of Tartarus just to help. I named mine Wendy.
Toward the end of the game, Vergil recounts the Harrowing of Hell. It's pretty much a line-by-line recital of the proper part of the original poem, but something about his reading of it is oddly touching. Being a "virtuous pagan," and therefore unfamiliar with Christian theology, he doesn't understand exactly what happened. All he knows is, "For a moment, I perceived that the universe felt...love."
Beatrice's brother questions why the Crusaders are in hell, since their killing of Muslims was in the name of God. Dante says "Murder is only ever in the name of the murderer"; considering he was a full-fledged and very enthusiastic Crusader himself, he's clearly come a long way in terms of morality.
Dante's reunion with his mother is quite moving.
Dante: Forgive me.
Bella: The fault is mine. I did not have the courage to protect you. Can you forgive me?