The relationship between the jack-in-the-box father and son in "Out of the Box" and "Chip Off the Ol' Box," especially in the latter when the father gets injured. The son is very worried about him, but the father assures him that it'll be alright and tells him that he knows he can be brave.
The "Hey, What's Going On?" song can be very touching, especially in those cases where Doc sings it really softly to comfort.
Donnie never seems to mind if Doc plays with his toys, or even in his room. Of course, Doc likely fixes his toys whenever he needs it, but it's still pretty nice how laid-back he is about letting her play with his stuff.