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.
In the series, it's revealed that even after several centuries, the modern descendants of the Macleod clan still consider Duncan a true clansman.
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.