In a Meta example, the mere existence of "Merry Christmas, Drake & Josh" is a Real Life CMOA - Josh Peck & Drake Bell are close friends in real life, and wanted to work together again, so went to Dan Schneider and pointed out that the show never did a Christmas episode, so they should do one so that the fans had something they could watch every year.
This dialogue from the Pilot episode
Josh: So... Friends?
Drake: Pft. We're not friends.
<Beat. Josh starts to walk away dejected>
Drake: We're brothers.
In the episode where the boys get suspiscious of Megan's new boyfriend, who, as it turns out, was cheating on Megan. The boys try to teach him a lesson, not knowing that he knew kung fu. Megan thanks Drake and Josh for what they did. Before leaving, she gives them both a kiss on the cheek.
In the episode "#1 Fan", one of Megan's friends in her campfire troop gets a crush on Drake and won't leave him alone. When she finally takes it too far, he yells at her for it and breaks her heart. Later on, when Drake is waiting to perform on the radio, he reads an apology card Wendy slipped him and feels bad about what he said, so he cancels his performance and goes back home to sing a song for her (which she'd told him earlier was her dream). When he finishes the song, she hugs him and he lets her keep the guitar pick (he gave it to her earlier and she gave it back with the card).
When Josh and Mindy get together and then finally kiss in "Mindy's Back".
When Josh and Mindy get back together for good in "Really Big Shrimp".
In fact, when they first become a couple, they start sneaking around because Josh is worried how Drake will react since he hates Mindy, leading to Mindy breaking up with Josh. When Drake finds out, he immediately helps Josh win her back, asking Josh if he has any idea how long he's been waiting for him to get a girlfriend.
In "Josh is Done", after Drake gets out of the chemical shower and is about to leave the classroom
Drake: Man, I'm sorry I made you late for your exam, I'm sorry I ran over your bike! I'm sorry I'm probably the worst brother in the world and you're way better off without me. And I need you more than you need me, I need you way more than you need me! I just-I just... I'm sorry Josh... I'm sorry...
Josh refuses to go after him immediately, but gets Drake into a ping-pong game at the end of the episode and the two are close again.
A more subtle moment here - the boys' extremely strict teacher, who had around a minute earlier said that he didn't care about his students' personal problems, asks Josh if he wants to go after Drake.
The final scene of "Really Big Shrimp" has Drake and Josh fighting over the last piece of shrimp left in their room. What makes this really heartwarming? The scene quickly changes to a scene from The Amanda Show where Drake and Josh also fight over a piece of shrimp. How touching that they would remember that.
Drake taking the fall for Josh at the movie theater so that Josh would keep the job he really loved.
In the episode where Drake has to take care of a little sibling, Sammy, or be sent to Remedial English, a class that he hates, Sammy takes a liking to Josh over Drake. Drake tries to win Sammy over by taking him to magic show, but after realizing Josh really liked hanging out with Sammy, he fakes being sick and gives the tickets to Josh so he can take Sammy, fully knowing that he will be sent to Remedial English if Sammy likes Josh more. Josh sees Drake confess he was faking it to Megan, and he has a touched look on his face. The audience's "awwww" reaction sums it up quite nicely. At the end of the episode, Josh bails Drake out of Remedial English by lying about the principal wanting to see Drake.
Drake: Why does the principal want to see me?
Josh: *grins* He doesn't.
Drake: *also grins* I love you!
Josh: I know!
In one episode, Drake goes to a lot of effort to win a guitar signed by his favorite band. Josh accidentally destroys it showing Megan how an amplifier works. Josh hides it, and then goes out and spends his LIFE'S SAVINGS on a new guitar that looks like the one Drake won, then goes to the band at one of their concerts to try to get them to sign it. Drake finds out about it and confronts Josh at the concert... But rather than being angry, he genuinely appreciates everything Josh did to replace his guitar.
And at the end, he gives Josh the money he earned for taking Devon's place.
"HUG ME, BROTHA!" Every. Single. Time.
That Drake and Josh do care about Megan and vice versa. Just as Megan won't allow anyone else to hurt them, they won't allow anyone else to hurt her. They may hate her pranks, but the guys love their little sister.