This exchange from "Darkly Dawns the Duck Part 2".
Gosalyn: I'm sorry Darkwing. If they hadn't caught me you wouldn't have risked your life.
Darkwing: Gos, before you, I didn't have a life worth risking. *They hug*
In the same episode, Gosalyn teaching Darkwing the lullaby her grandfather used to sing to her, and Darkwing making up extra lyrics for it as he tucks her in. All together now: awwwwwww <3
How about the ending when Gosalyn learns Darkwing survived the massive explosion and has even taken up a civilian identity so he can adopt her?
Meaning that she and Launchpad are his "really really close friends"! Remember from earlier?
Gosalyn: You mean you don't take off your mask for anyone?
Darkwing: That's right, not no one, not never.
Gosalyn: What about a really, really, really close friend?
In "Life, the Negaverse and Everything", after talking to the Friendly Four, Darkwing still has every intention of going back to his own universe without trying to help them, until he sees Nega-Gosalyn again.
Darkwing: In the Negaverse, there's never been a Darkwing Duck to guard the city *gulp* or a Drake Mallard to be a father. For you, Gosalyn, I'll stay.
At the end of the same episode, Darkwing feels bad about leaving Nega-Gosalyn behind, but she assures him that she'll be fine and that she has four other Darkwings (referring to the Friendly Four dressed as Darkwing).
Also in "Quiverwing Quack," where Darkwing forbids Gosalyn from assuming her new superheroine identity because he's afraid for her safety:
Gosalyn: You never treated me like a hero! You just treat me like your baby girl!
Darkwing: (softly) Because you are.
Hell, pretty much any interaction between DW and Gosalyn that isn't intended to be comedic. They may be after each other like cats and dogs half the time, but this troper is hard pressed to think of an animated work that captures the love between a father and his little girl like this series could.
Gosalyn giving all of her Christmas presents to the Muddlefoots after they're stolen by Bushroot.
Darkwing: Poor little guy [Honker].
Gosalyn: He is not! I mean... you can't be poor... if you have friends.
"The Haunting of Mr. Banana Brain", Paddywhack decides he take Gosalyn as his protege prankster and tries to suck her into his jack in the box. In moment that has no comedy to it, unlike the rest of the episode, Darkwing jumps to catch keep from getting pulled in and tries to secure himself with his grappling hook, and when Launchpad says he can't hold both them, Darkwing ties down Gosalyn and lets himself get pulled him without a second thought.
In the new comic series, Darkwing, having been out of work for a year, is now in a St. Canard where no one remembers him. When he finally puts the suit back on to investigate Quackwerks' security robots, he is caught, mistaken for a singer, and sent to perform at a retirement party. When he finishes, the retiree tells him that he is suspicious of the robots and someone should investigate, leading to this exchange:
Darkwing: But no one knows the security codes to get i—
Thwackstien: 2447-6-3253. My memory's better than most, son, and I know a hero when I see one.
DW and Gosalyn again get one at the end of the comic's first story arc, when Darkwing thinks Gosalyn is dead.
Darkwing: You were always my superhero....
Darkwing trying to break the brainwashing on the catatonic Morgana in issue 5 of the comic. He succeeds, taking the entire issue to do so, also revealing that without Darkwing, Drake is a duck without a driving purpose. In the end, just about to give up, he tearfully says to her that if he never quit, she would never have suffered. The tear breaks her out of it.
From the end of the "Crisis On Infinite Darkwings" arc: as the hundreds of assembled Darkwings attempt to battle Paddywhack, they're not doing much damage. Then Gosalyn shows up, and as every single Darkwing catches sight of her, this produces a massive flood of love and positive emotion, that Morgana is able to channel to defeat and imprison Paddywhack effortlessly.