In "On the Loose", getting Ethan to forgive Madison for not telling him about being a journalist counts. Cue hug, aww!
"Dad...I knew you'd come and save me."
The scene at the very start of the game where Ethan plays with Jason and Shaun in the back garden. This includes play fighting with Jason and pretending to be a campy bad guy.
And then playing with Shaun at the park shortly before his kidnapping, which makes it look like they're finally about to patch everything up...
Madison patching up Ethan after certain trials. Especially since she doesn't even know him the first time she helps him out.
Shelby helping Susan Bowles' when she tries to commit suicide, and when he rocks her baby daughter Emily back to sleep.
One of the endings has Scott looking at Ethan's grave upset but with a smile that obviously says "I'm proud of you Ethan" even if Scott caused some if not all of this it is kind of heartwarming that he would visit Ethan's grave. It proves that he is not just a Jerk Ass that kills for nothing.
YMMV on that one. Sympathetic villain to some, The Sociopath to others.