One throw-away line during the "help the penguins" montage near the climax:
"I do not want to live in a world without Penguins!"
When Mumble meets his mother for the first time. He's so excited and completely happy to finally meet her, and starts dancing in time to his little song of, "Mama, Mama". His mother is confused about his dancing but loves it because she loves her chick.
The Amigos just accept Mumble as one of their own, no questions asked, and they stick by him all through both films. Fast and true friends, indeed.
The slow, building scene after it looks like Gloria is rejecting Mumble for the final time... and then in desperation he finally stops trying to be pretending to be something he's not and begins to dance without holding back... and they both realize that his rhythm matches Gloria's heartsong.
Later, when Mumble's party is on their way to find the aliens, Gloria arrives, and begins serenading Mumble, fully prepared to go with him to the ends of the earth, having realized her love for him. Mumble protests, stating that she may lose her friends, family, everything she cares about on their journey — and Gloria simply responds, "Then I'll have you." Mumble is still determined to send her away, but is visibly moved and elated that Gloria is reciprocating his love.
When Mumble finally succeeds in driving Gloria away so she won't be endangered by their quest, the Amigos assure Mumble that he did a very brave, noble thing.
During the final leg of their journey, the group is pushing through an almighty blizzard. They're constantly getting forced back, but once they all finally unite and push together as one, they are able to make it through.
Mumble and the Amigos' concern for Lovelace throughout the whole journey, despite the fact that he lied to them all about being a guru. Particularly Mumble, who at one point gently asks the choking Lovelace if he wants to keep moving or needs to take a break. And on the other end, what are Lovelace's first words after he's freed from the "talisman"?
Lovelace:(to Mumble) Thank you, my brother, thank you!
The aliens/human expedition team dancing with the penguins.
When all the chicks in Mumble's class are singing, one of them (very likely to be Gloria) turns around to give him a reassuring look. A small moment, but sweet nonetheless.