While performing at the club one evening, Ricky receives an anonymous note asking him to perform "We're Having a Baby" in order to help a woman properly inform her husband of her pregnancy. In response, he decides to search the audience and celebrate with the couple in person. Eventually, he passes Lucy, then does a double-take as she confirms their upcoming blessing with nothing but a smile. As Ricky sings of the joyful anticipation they now share together, he and a tearful Lucy promenade through the crowd and share a kiss.
Ricky: [stands up and hollers to the crowd]It's me! It's my wife!
Similarly, one could also count when Lucy's friends threw her a surprise birthday party at the Tropicana, and Ricky serenaded Lucy with their show's theme song.
That whole episode was heartwarming: Even lonely old Mrs. Trumble throwing Lucy a party all on her own after no one showed up to Lucy's. And, after Lucy left in tears, Mrs. Trumble called Ricky at the club to give him a What the Hell, Hero? moment, only to find out about the surprise party plans and instantly forgive him while staying behind to babysit Little Ricky.
A minor moment in "Ricardos Visit Cuba". In spite of her best efforts, Lucy has messed up in front of Ricky's family and is near tears.
Lucy: What would you do if the first time I met you, I said awful things, spilled stuff all over you, and acted like a first-class nincompoop, what would you do?
Ricky: [completely serious] Just what I did! Wait for my clothes to come back from the cleaners and then marry you!
Also noteworthy that during said messing up, Ricky's uncle Alberto (who Lucy had the most trouble with) asked him in Spanish why Ricky didn't marry a Cuban girl like he suggested. He replies - in English, presumably so Lucy could understand.
Ricky: But I wasn't in love with a Cuban girl!
At the end of the episode, Ricky and his son take the stage together to play Babalu together, with the whole family cheering on. Bonus points for the orchestra immediately and unanimously joining in when Little Ricky's voice can't be heard over the drums.
Ricky: You know, Richard, some people have health problems, some people have financial problems. Me? [gestures to Lucy] That's my problem. And I love her.
Pretty much every scene that has Little Ricky in it - when kids in sitcoms are used as a source of comedy or tension, it's obvious that all four main characters unreservedly adore the little guy.
In "Little Ricky Gets Stage Fright," he gets stage fright before his first drum recital. Ricky, Lucy, Ethel, and Fred all worry about how to ease the kid's nerves after he basically turns his back on the drums afterwards. Lucy hits on the idea to get the kiddy band a performance at Ricky's club, and Ricky immediately agrees - but on the night of the event, the ukulele player gets sick, and Little Ricky doesn't want to play without a ukulele. Lucy puts on the kid's uniform and kneels so she looks the same height as the rest to fill in.
In-universe, Ricky speaks with George Reeve's manager to have him appear as Superman at Little Ricky's birthday party, only George was about to fly out to California. However, after George learns that it was for a birthday party, he shows up so as not to disappoint the kids.(Reportedly a Truth in Television about the actor's commitment to his youngest fans.).
Lucy and Ricky each get one in "Be a Pal." Lucy fears that her marriage to Ricky is going bad, so she tries desperately to seduce him, learn his interests by playing poker, and later transforming the entire apartment into a recreation of a Cuban home to remind him of his childhood (which is hilarious). When Ricky finally gets fed up with Lucy's craziness and demands to know what's going on, she admits that only wanted him to be happy, and thought that if she reminded him of Cuba, he'd be more cheerful. Ricky then gets his own moment by assuring her that he loves Lucy for who she is, and in fact likes that she's so wacky and zany.
On the cruise ship over to Europe, Lucy is feeling abandoned since Ricky has been busy basically every waking moment playing so they can travel for free. She eventually plans to kidnap him just so they can spend some time together - only to find out he's arranged for the night off so they can spend some time together.
In "Equal Rights", the girls get back at the boys for leaving them to pay for their end of the check (by working off the debt) by convincing them they're being held up by a pair of robbers. Ricky and Fred immediately go into a panic and rush down to the restaurant, convinced they're going up against two armed criminals, to protect their wives.