Queen: "All these years, and you haven't aged a day, Alucard. Unfortunately, time's march has not been as kind to me. Can you believe how quickly I became an old woman?"
Alucard: "I still see the same spirited young woman I met 50 years ago, your Majesty. In fact, to my eyes, time has made you even more beautiful, your Highness."
Sir Penwood's refusal to flee his command centre when the Nazi invasion begins. He admits to being an incompetent who only got his position because he was born into it, but he refuses to abandon that position because it is his duty to remain at it.
Penwood: "Sir Integra, you and your man will return to Hellsing Headquarters as quickly as is possible. There are duties you are honour-bound to perform. Go, and see to your sworn obligations. I must stay and perform mine." continued I am the commanding officer here. This is my facility. I cannot abandon my post. I know that I'm not a strong man; I've always been nervous. Even I'm not entirely sure how a man like me ended up in such a position of authority. No, that's not true. I was born with a title and money, my authority was expected, and my position handed to me by obligation. So, given that, the least I can do is perform the responsibilities I was handed. Now... off with you, Sir Integra, there are evils moving against us that only you— only Hellsing— can face.
It gets turned right around on Penwood when he orders all of his men to flee, telling them that he can operate the command centre by himself. They politely refuse, telling him that everyone knows that he doesn't know how to use any of the equipment and they respectfully ask him not to get in the way. He's useless— he knows it, they know it— but they have the utmost respect for him anyway because he refused to flee.
Pip Bernadotte's request to Seras after their kiss.
The credits of the seventh OVA show that Pip was friends with several members of the Wild Geese — his True Companions. Two of them managed to survive, but two didn't: Pip and the squad leader who was killed by Zorin after she Mind Raped him with an illusion of his dead daughter. Pip wanted to hold off on closing the barricade until he got back, but the merc told his captain that he and his men would die where they were and buy the others as much time as possible. Realizing that they're Childhood Friends just makes this all the more heartwarming, and that much more of a tearjerker when the man dies.
Merc: "This is Squad 2. Captain, we're in the shit down here. We're not going to be able to make it back to you guys." Pip: "Listen, asshole, I don't care if you have to crawl! Fall back to the round table room. That's an order! This is the easiest spot to reinforce, we can hold out for a while. you have to retreat; you're a sitting duck out there. We're not going to close the barricade until you're back!" Merc: "Negative, Captain, no can do. They've torn us all to hell, myself included. We'll hold 'em off for as long as we can, but you've got to close that barricade now! Good hunting, Captain." Pip: "Fils de* Son of a bitch! Be that way, brave bastard! If you're ready to die, go for it! I guess this is adieu." Merc: "Been a hell of a ride, Captain, I don't regret a thing. Goodbye."
Alucard's return to London. How he ignores his enemies to greet Integra first. Then his tender interaction with Seras, patting her head and proudly calling out her name.
Anderson's last words and smile.
Anderson: Do not cry, boogeyman, did the children chase you? Man cries, his tears dry up and run out. So he becomes a devil, reduced to a monster, he changes and perishes. So smile, that haughty and insolent smile like you always do.
This is also a major Pet the Dog moment for Anderson as well. Alucard is breaking down and looking utterly distraught after defeating God Monster Anderson only for the dying Anderson to essentially start consoling his rival like a true preacher would and indirectly claiming that despite how much a monster Alucard might think he is, deep down there was still a little bit of humanity left in him.
After the brutal battle just minutes earlier, the general peacefulness of Anderson's death is both heartwarming and a major Tear Jerker. He dies hearing the voices of his children speaking and laughing on a warm summer day at the orphanage in Rome, possibly implying that Anderson has been accepted into Heaven despite his I Did What I Had to Do deeds. In a gesture of respect, Integra places Alucard's sword amongst the scattered bayonets to form a cross over Anderson's body while everyone else around him, including his Iscariot children, Seras, and Alucard, are openly grieving his death. If there was ever a Worthy Opponent and Rival who Alucard respected, it was Alexander Anderson.
Anderson: I hear voices... The voices of children... All of the voices... They sound so playful... The children... I'm going now... Everyone wait for me... Maxwell... None of you... Should be... Crying... Before you sleep... Say a prayer... Amen.
Seras is reunited with Integra and Alucard (who's in his Level Zero form). She playfully jokes about how Alucard has a mustache now and then Alucard simply reaches out and pats her on the head, and instead of normally calling her "police girl", he simply says "Seras. Seras Victoria." with a look of intense pride on his face. This is, of course, after Seras becomes what Alucard considers to be a "true" vampire, when 99% of all vampires in the series are artificial.
From the TV Series: "I'm preparing Sir Integra's afternoon tea." In the previous episode, Integra was bitten by a vampire and tried to commit suicide so that she wouldn't become one herself. In this episode she is undergoing surgery. The rest of the Hellsing group doesn't know if she's going to survive, or if she's going to be the same Integra if she does. And Walter is still making her tea.
From that same episode: Integra dreams of the time she met Alucard as a child. She always wanted a Knight by her side, protecting her. She got one — maybe not exactly what she was expecting — but she got one.
Integra: I was such a child back then...
Alucard: You will always be that same little girl to me.
After their interrupted fight in the museum between him and Alucard, Anderson gives a genuine and warm smile at the notion of bringing some children from the orphanage to see the museum so they can enjoy it. It's small, but it brings home how much this Knight TemplarBlood Knight adores his children.
In the TV series, the end of episode 10 when Integra thanks Alucard and awakes after the operation.
Last. Chapter. Of. The. Manga. THERE IS NO WAY YOU DID NOT GO AWW.
Integra: I am...already an old grandma.
Alucard: That's fine with me.
Integra: Hmph. Welcome home, count.
Alucard: I'm back, countess.
Schrödinger losing his copy of the mission briefing, having to read over the Captain's shoulder, and looking completely adorable. The Captain looks completely content and doesn't even bat an eyelash, and unhesitently turns his book so Schrödinger can read. D'ah... It's enough to make one forget they're all bloodthirsty physcopaths for a moment.
YMMV on this one, but the 10th OVA somehow manages to make the Major's death by gunshot into one of these by way of its background music, transforming what had been a more action-ish scene in the manga into a strangely poignant moment as he dies with a smile on his face.
Not to mention there's something darkly heartwarming at his glee at managing to shoot Integra in the eye, sounding surprised and overjoyed that he finally managed to hit something.
The credits of the fifth OVA, in which Islands goes to Arthur Hellsing's grave to pay his respects, also double as a Tearjerker. Islands even has a bottle of alcohol and the very same three beer mugs the three of them used to drink from since the end of World War II. It is likely that Islands, like Integra, bore witness to Penwood's last actof defiance, and his bringing the cups to Arthur's grave makes it seem like he's there to toast yet another fallen friend, and to have one last drink with them.
Alucard's When He Smiles moment while he's sleeping in the third manga. Seras even notes that he looks like a little boy imagining the fun he's going to have tomorrow.
Likewise, the Captain's smile as he dies. He stays completely stoic for the entire series only to smile and laugh happily as he dies.
Pip: "He looked like a child who just had a smashing dream."