A striking example from the normally cynical and dark Warhammer 40,000 universe can be found in "In Remembrance", an epilogue to the book Necropolis, detailing a civilian artist's visit to the shattered ruin of Vervunhive and meeting several of the Ghosts in preparation for a memorial for the hive. It's tough to pick out a single moment, but the closest might be Milo, after being asked why he and the rest of the Ghosts willingly go through hell and worse, simply replies:
"Can't say I ever thought about that before. We go where we're told to go, do what we're told to do. We're Imperial Guard."
In many ways, Vervunhive itself was a Crowning Moment of Heartwarming for the Ghosts. Many of the Tanith members resented Gaunt for fleeing their homeworld when it came under attack on the day of their founding, even if the more reasonable among them acknowledged they couldn't hope to win. And while Vervunhive had to be abandoned, the Tanith Ghosts were finally able to make a stand against Chaos and save the civilians. And many of the survivors would become Ghosts themselves, forever joining the regiment that didn't abandon them in their hour of need.
Ghostmaker: Dorden, the medic, discovered that the Volpone Bluebloods had abandoned wounded sixty-odd men. The Ghosts can't evacuate them either, but Dorden refuses to leave them. Gaunt lets ten volunteers stay; Dorden gets nine troopers and Corbec, the regiment's colonel. He tends the injured, the volunteers hold off the enemy, and in a lull, Corbec explains why he knew Dorden would stay and why he stayed himself: years ago, as a young medic, Dorden had charged out into night to deliver a woman in a difficult labor. She would have died without him. The boy, being illegitimate, went by his father's name, not hers, which is why Dorden had not recognized it. Dorden is so moved that he has to make a joke about how old it makes him feel, to know he delivered Corbec.
Only In Death: "Gaunt's alive! He's fething well alive!"
During'Iron Star' short story Major Rawne has possibly the biggest 'D'awww' moment of the entire series, with Gaunt hallucinating that the Major was the one to bring him back to the land of the living, telling all those who get in his path to 'feth off'. In reality? Rawne was sitting by his side during the surgery.
In Traitor General Rawne managing to, despite his ruthless nature, to resist Chaos Then going on to save Ana Curth from falling into the ruinous powers sway in a touching and uncharacteristically compassionate moment.
In The Armour of Contempt, when Kexie who is Drill Sergeant Nasty to the point of sadism finally admits that the characters assigned to him for training are "proper bloody Guardsmen."
It's a small moment, but there's a scene in Necropolis when one of the Vervunhivers thanks the Tanith for fighting for their city. To a serviceman, a simple "thank you" makes all the difference in the world.
A minor one, but there's something quite heartwarming about the loyalty of Gaunt's childhood friend, Blenner.
The Saint arc has one happen to Gaunt. Not only does he get to see the resting place of Sabbat herself, but he also gets to fight alongside the reborn Saint and fulfill a vow made to the late Warmaster Slaydo in the process.
Any scene with Daur and Elodie.
In 'Guns of Tanith,' Rawne has a male-equivalent moment for Defrosting the Ice Queen with Banda. Not only did he first order her not to die while he had already taken a gutshot himself, but later, he's pushing her wheelchair into the comparatively fresh outside air, which is a massive change for Rawne, considering that his usual most defining trait is being The Starscream with a dash of Jerkass.
In Salvation's Reach, the White Scars Space Marine Sar Af is talking to Gaunt about Dorden, who is dying yet unafraid:
"And they shall know no fear," he said.
This is a quote from the Emperor, which in its original context was about the Astartes. Sar Af is explicitly comparing Dorden to the Space Marines. It's hard to imagine a greater compliment for a member of the Adeptus Astartes to give a normal human.
Even though they're loyal soldiers of the Blood Pact, and as such, irredeemably evil bastards, there's something oddly touching about the interactions between the members of Baltasar Eyl's philia in Blood Pact. They're as closely knit as any platoon in the Tanith First and Only, and Eyl mourns every one of his men who dies.