In the first game, even though it's a huge tearjerker for Miku, Mafuyu's decision stay with Kirie as she guards the Hellgate for all eternity and keep her from falling to despair and loneliness, was oddly touching. Especially so when you see Kirie's reaction and compare it to the good face she was trying to put on just a few moments earlier when she told them to save themselves and leave the gate to her.
"Miku...thank you. For everything."
Fatal Frame II's Xbox exclusive ending, "Promise." Mio manages to save Mayu from falling into the Abyss. In doing so, Yae's spirit leaves her body and apologizes to Sae for leaving her behind. The shrine maidens then hold hands and fall into the Abyss together, their souls finally at peace. As Mio and Mayu leave the village, the spirits of the other villagers watch serenely as several crimson butterflies rise into the sky, and Mio promises that she will never leave Mayu alone again.
In the photograph ending of the third game, Rei can be seen hugging a newly awakened Miku.
Ruka finally remembers her father's face for the first time in ten years when she sees his smiling ghost at the end of Fatal Frame 4.
Deep Crimson Butterfly's Shadow Festival ending, bittersweet as it may be. Death is nothing to Mio and Mayu if it means they can be together.
The fifth game is full of unexpectedly heartwarming moments.
Yuuri's relationship with Hisoka and how they met: Hisoka stopped Yuuri from committing suicide just in time, hugging her and taking her back to her shop, giving her a cup of coffee. This gets a sweet parallel when Yuuri saves Hisoka from becoming a sacrificial pillar; she gives Hisoka a cup of coffee when she brings her back to the shop. Hisoka is a bit like Yuuri's surrogate mother.
Ren and his assistant Rui have a good relationship already, though Rui is sometimes annoyed by Ren's behavior, but Ren seems to form a new appreciation for her over the course of the game, between seeing her endangered by the spiritual activity from the mountain and seeing his own ancestor lose two important women (or, well, girl in one case) in his life. This culminates in the post-credits scene, where Ren looks after Rui while she sleeps, telling her she needs her rest. Aw.
Miu's whole subplot is to do with trying to reunite with her long lost mother, and if you get her good ending, her story ends with her and her mother Miku peacefully sleeping side by side.
And finally, this is the first game in the series where the biggest designated Woobie, Destroyer of Worlds of the game actually gets the sympathetic hug she deserves. In BOTH endings.