One of the Harlequin's quotes is quite sweet when the tone is taken into account:
Harlequin: Let your enemies fear, for a Harlequin of the Laughing God dances at your side.
When Gabriel Angelos goes down during the final mission of Retribution's Space Marine campaign, Captain Diomedes tearfully praises him as the 'best of us' and swears that he will avenge him. Keep in mind, in the beginning of the game he derisively called him a traitor.
" Gabriel... you were always the best of us. And I will see you avenged."
Adding to this, at the end of the Space Marine campaign, when Gabriel is made Chapter Master, Diomedes says that the new rank is fitting and that none shall find him wanting. Again, this is a man he regarded as a traitor at the start of the game.
When playing as the Imperial Guard, Inquisitor Adrastia gets notably distressed at the same moment, and vows to inflict a Fate Worse than Death on Kyras for it. It's established that she's an old friend of Angelos, but here's the main time you actually see it.
The Eldar ending of Retribution and the reason for Ronahn's quest. Autarch Kayleth says "we should all be so fortunate to have such loyal kin". Veldoran replies "I believe we already do".
Tarkus defending the Imperial Guard at Angel Forge after Avitus repeatedly insults them.
Captain Thule staying behind to defend the body of Endymion, his former second-in-command, from an Eldar war host in the second mission of Chaos Rising.
In the Space Marine campaign of Retribution, Diomedes suffers a Heroic BSOD after Azariah Kyras reveals himself as a heretic and tricks them into causing the Exterminatus of Typhon. The Ancient, who up until this point has not said a word, speaks up and removes his helmet, revealing himself as Sergeant Tarkus. He vows to slay Kyras no matter what and reaffirms to Diomedes that their duty remains, and no-one but the Emperor can relieve them of that. His speech snaps Diomedes out of it. Doubles as a Crowning Moment Of Awesome.