Connor saving a young orphaned girl during World War II. And taking care of her into her adult years, since she is not only the secretary at his antique store, but also the sole beneficiary of his will.
Even 400 years later, Connor still lights a candle for Heather every year.
Connor and Heather's relationship in general, as the two remained together until her death by old age. The fact Heather never found Connor's immortality a problem as well as her only regret was not having his children in their relationship doubles as a massive Tear Jerker of the entire series.
Ramirez teaching Connor the ways of the Immortal, rather than simply deciding Off with His Head! and moving on.
Connor is walking the park when he comes across another Immortal, Kastigir. They freeze, then reach into their coats...Connor pulls out an empty hand. Kastigir pulls out a flask. The two share the drink while they joke and reminisce about old times while also discussing their concerns about the Gathering.
The tender and haunting Scottish Ballad Bonny Portmore, which has become the theme of love and remembrance for this franchise.
Angus banishing Connor and still showing him kindness on the way out, when the rest of the Clan was out to burn him at the stake.
In 1986, Connor hasn't had a serious relationship in centuries. He finally ends up with Brenda, and in the scene at the park, they kind of playfully shove at each other in a very cute way.
The rapport that Duncan and Connor share in the first episode.
In the series, it's revealed that even after several centuries, the modern descendants of the Macleod clan still consider Duncan a true clansman.
The final montage of the series, showing Duncan's various encounters throughout the centuries with his friends and loved ones. It includes shots of Duncan conversing or laughing alongside people who have since passed on, including Tess, Richie, Darius, Fitz, and Sean Burns. Additionally, we see Duncan express thanks and support to the allies he still has with him, asserting just how much they've meant to him over the years. It ends with Duncan triumphantly walking into the distance, prepared for whatever is coming for him next. All set to Laura Creamer's rendition of "Bonny Portmore".
Duncan: You know, I don't know who or what you are, Methos. And I know you don't want to hear this, but you did teach me something. You taught me that life's about change. About learning to accept who you are, good or bad. And I thank you for that.
Joe: Can't imagine my life without you, Mac.
(puts hand on Duncan's shoulder briefly before letting it drop)
Joe: Fact is I don't want to.
(Duncan and Joe hug)
Duncan: I love you. I do.
Amanda: (touched) Really?
Duncan: Yeah. You make my heart glad. You always have.