When Lyra gives Tony Markorios a makeshift funeral, saying, "I hope it'll do if I provide for you like a Jordan scholar." And the moment ("What was her name?") when Pantalaimon realizes what she has in mind.
In The Amber Spyglass: Lyra and Will, having been forced into an agonizing separation from their daemons, essentially losing part of their souls, find their daemons again during the epic final battle, and due to suddenly having to grab at the two similar looking animals, each ends up holding the one belonging to the other. Usually touching another person's daemon is the worst kind of invasive taboo, but almost without realizing it Lyra and Will have fallen so deeply in love that this is simply the final confirmation of their intimacy. Honestly, it sounds like terrible fantasy hokum, but somehow it completely works.
The dialogue between Lee Scoresby and Hester during their death scene in The Subtle Knife, particularly:
" Hester, don't you go before I do."
" Lee, I couldn't abide to be anywhere away from you for a single second."
Lyra and Will falling in love.
Lyra and Will setting the dead free.
At the end of The Amber Spyglass, when the Master of Jordan College assures Lyra - who is unsure of what to do in the face of her hard-earned future - that she will always have a home there.
The very last of the Lantern Slides in The Amber Spyglass (and the series). Doubles as a Tear Jerker. What is the first thing that Lyra says to Will on that Midsummer Day? Most likely, a re-affirmation of her unwavering love for him, one that six years of separation have done nothing to erode and will persist until their atoms are reunited after their deaths.
LYRA at eighteen sitting intent and absorbed in Duke Humfrey's Library with the alethiometer and a pile of leather-bound books. Tucking the hair back behind her ears, pencil in mouth, finger moving down a list of symbols, Pantalaimon holding the stiff old pages open for her... "Look, Pan, there's a pattern there — see? That's why they're in that sequence!" And it felt as if the sun had come out. It was the second thing she said to Will next day in the Botanic Garden.