Marcus dropping his weapons, tearing off his armor, and taking off his do-rag was a cool way of giving a sense that the 95 year period of near constant war on Sera (counting the Pendulum Wars) was finally over and giving an air of finality to the trilogy.
Carmine surviving the helicopter crash, putting his helmet back on and helping a fellow Gear get back up, all with the Gears of War main theme blaring triumphantly. It only reinforces the final thoughts that after all the death and destruction that has plagued the planet for so long, humanity can finally rest.
Because just this once, after all the shit he went through with his brothers dying, after he went to hell and back to help Delta Squad in the final battle, he still made it. Just this once, Carmine lives!
Padrick Salton and the remaining Pesanga arriving at Anvil Gate at the end of Coalition's End is possibly the most heartwarming moment in the series. Hoffman is completely overwhelmed at finding one of his oldest friends to be alive, and that some Pesanga are still alive. Made even better by the fact that the leader of the Pesanga is Harua Tak, the wife of another old friend who was killed in the Pendulum Wars, and many of the other Pesanga with them are their children and grandchildren.
What solidifies this moment is that Bai Tak wasn't eligible for the Embry Star due to being Pesanga and so Hoffman decided to send his own Embry Star to Harua because he felt Bai deserved the recognition for his Heroic Sacrifice. When Harua and Hoffman finally meet, she gives it back to him, saying that it rightfully belongs to him and that Bai would want it that way.
Marcus: "I just lost my fucking brother! You hear that? My brother!" Though it's also considered a Tear Jerker.
Marcus' continually pained call over the radio to make sure Anya made it out alive at the end of Gears 2. Besides hinting towards their relationship, it lets us know that the Perpetual Frowner Marcus Fenix isn't just a grizzled, generic badass but is capable of a wide array of complex emotions. His comforting of Dom was done similarly, so much is said in so few words.
Baird and Sam spend a good part of the game having highly bellicose interactions, with volatile snark being tossed back and forth between them. But in the wake of Dom's death, Baird drops the sarcasm and sincerely requests of Sam to take care of herself. He even draws a small smile out of her as she returns the sentiment.
The Gears 4 "Tomorrow" trailer. In between the scenes of JD running through the forest with the Swarm chasing him, we see Marcus planting a tree and carving his son's initials into the trunk. As Marcus does so, a younger JD runs, grinning, towards his dad, who picks him up in his arms. A touchingly normal moment for the former soldier and his son - at least until the Calm Before The Storm ends.