The opening song, "Out Of Darkness", is this in itself. The song sounds like a love letter to Sparda, considering how he's the focal figure in the Order of the Sword's belief. Kyrie's angelic singing voice makes it even better.
Prior to the bigger conflicts, Nero had to fight some demons in the streets just to hear Kyrie sing in the Opera House. At one point, Kyrie glances over an empty bench (where Nero would've been sitting on at that moment), yet she still continues to sing anyway. When the song's over, it turns out Nero just made it in the nick of time, and the two smile at each other.
Unusually for the series, this game features a genuinely, if quietly, moving relationship between the hero Nero and his lover Kyrie. Halfway through the game, Kyrie is kidnapped by the Order, who intend to trap her and Nero inside their artificial god and use them as a power source. Nero's eventual rescue of Kyrie, almost completely ignoring his hated enemy to catch her instead as she falls, is perfect.
Doubling as an awesome moment, Nero's Devil Trigger is unlocked after he falls unconscious and remembers the event in which he was given his Devil Bringer; Kyrie was in danger and he cried out her name. This memory causes Yamato to realize who Nero is, and it not only repairs itself but flies into the Devil Bringer, giving Nero enough power to blast away the enemies around him. What seals it is Nero's short speech afterwards:
Nero: "From that day forth... my arm changed...and a voice echoed 'Power...give me more power!' And if I become a demon, so be it. I will endure the exile... Anything to protect her."
Credo is gravely injured and at death's door and collapses as Dante catches him. Even if Dante just fought Nero beforehand, Credo begs Dante to save him and Kyrie (Who has also been captured) right before he dies. Dante agrees, saying he wouldn't want to dishonor someone's dying request, even though we know he'd do it anyway.
Dante letting Nero keep Yamato near the end:
Nero: What...? I thought this meant a lot to you...? Dante: That's the only kind of gift worth giving. I want to entrust it to you, and so I am. What you do from here is your call.
Kyrie telling Nero that she likes him just the way he is. For an added "Aww" factor, look at the Devil Bringer when Kyrie touches it, it glows gold.
Nero: Kyrie... If I'm a demon, and not a human anymore... is this what you want? Kyrie: Nero, you're you. And it's you I want to be with. I don't know anyone who is as human as you are.
Seeing Dante working with his friends with familiarity really highlights the difference between him and most other top-tier demons/demon-hybrids: he doesn't work alone or horde all of the power to himself. Not only does he entrust power to others (like with Nero and the Yamato), he actively encourages them to be paragons themselves.
Dante and Nero working together somewhat fulfills the longing in the fanbase for more of Dante and Vergil working together in another installment after DMC3. It helps that Nero's personality is basically a fusion of Dante's and Vergil's best traits.
, is this in itself. The song sounds like a love letter to Sparda, considering how he's the focal figure in the Order of the Sword's belief. Kyrie's angelic singing voice makes it even better.