Tony: I hope I can protect [gestures to Pepper] the one thing I can't live without.
The actual movie reveals just how far he'll go; when the missile attack starts, Tony puts Pepper in the suit rather than himself.
When Pepper is standing in the wreckage of what was formerly Tony's house after it had basically been exploded, she's holding the helmet of one of the many, MANY Iron Man suits. She's pressing it against her face in a call back to a previous moment between her and Tony, when she hears... beeping? Turning it over, she finds a red flashing light and, realizing this means the helmet had some charge to it, puts it over her head to hear a voice-mail Tony had left telling her he's completely fine and he's sorry for putting her in danger.
She's clearly not listening, just the knowledge that he's alive is all she needs right now And all that matters.
"Things are different now. I have to protect the one thing I can't live without. That's you."
Now that we have the scene, it's even sweeter. The first sign that Pepper is angry with him for keeping things from her, he opens up and tells her why he's being so closed off and that he's not sleeping. Serious Character Development right there!
She does everything she can to comfort him, going up to him while he looks at her like she's some kind of angel. She strokes his hair and he leans his head into her chest and hugs her back.
The Crowning Moment of Funny immediately following this is Heartwarming in Hindsight as you realize that Pepper's adding that Tony will join her in the shower was her first shot at getting him back in his game (if it were the usual Tony, he'd immediately remark that he'd meet her there).
When Pepper comes down to confront Tony in his workshop, we see a pile of twisted metal outside his workshop. Not too weird, he's had odd art in his workshop before, but if you look closely, you can notice the fact that the twisted metal in question is formula one race cars, meaning that it is likely the cars from Monaco, where Whiplash attacked and killed the other racers while trying to kill Tony. He took that metal and made a sculpture out of it, to give him a reminder of why he has to do what he does.
When Tony's Malibu home is attacked, he uses his subcutaneous chip to summon the Mk 42 armor — onto Pepper. His first thought was for her rather than jumping immediately into fighting back. In addition to this, a moment of Fridge Brilliance at the end when you realise that Tony has calibrated his post-Avengers armors for Pepper, and not Rhodey, because Pepper is the one thing he can't live without. (Also because Rhodey can take care of himself.)
Pepper saves Tony.
"I got you."
"I got you first."
Most of Tony's interaction with his Kid Sidekick Harley, but especially giving the kid an advanced workshop at the end.
Harley lends him a girly watch that he is, of course, very embarrassed about wearing. After he's captured, a mook crushes it.
Tony referring to Happy as his "best friend" after he ends up in the hospital and insisting that the nurse wear her security badge (he's a stickler for them) and leave his favorite show (Downton Abbey) playing on the TV in case he wakes up.
The entire conversation between Tony and Pepper after Pepper kills Killian is one CMOH after another, but particularly Pepper being afraid that Tony will burn if he touches her because of the Extremis upgrade, which Tony unflinchingly sets about proving wrong.
After learning that Rhodey's designation has been changed from War Machine to Iron Patriot, he mocks Rhodey as much as possible. When Rhodey is forced to admit that his password is WARMACHINEROX (earning him mocking laughter from the mooks he was holding captive), Tony merely comments that that is so much cooler than Iron Patriot. Bear in mind that he originally came up with War Machine as an insult.
Bonus points because not long before that, Tony phones Rhodes in his armor directly. Tony immediately starts rambling, confusing Rhodes, who still thinks Tony is dead. Then he asks who's calling him.
When Tony is trapped and helpless under water and under the rubble of his home, it's JARVIS who rescues him. He does it by taking control of one of the gauntlets to grab his hand. If there was ever a moment that proved JARVIS was his own person and Tony's friend, it was that moment.
At first it appears that "Dummy" was destroyed in the destruction of Tony's home. At the end, when Tony is driving away, it's revealed that he pulled Dummy out of the wreckage and is taking it home with him. It's small, but sweet. It gets even more heartwarming when you remember that Dummy is the first robot Tony created, and always together with him for the entire time.
Dummy was also the one giving him his old arc reactor in Iron Man 1 saving his life. Which might also explain why Tony never dismantled or "fixed" him.
There are five Christmas stockings on the fireplace at Stark's home. One for Tony, one for Pepper and the last for JARVIS, "Dummy" and "U". They may not be human, but they're still family.
Tony destroying all his suits of armour at the end of the movie, as his Christmas gift to Pepper, who has been supportive of him, despite the fact that she has never liked him being Iron Man.
Averted for anyone who thought he had become useless in case the Avengers needed him again. This video says it all.
"You're right, I don't deserve her. Here's where you're wrong. She was already perfect."
Thirteen innocent people are free falling out of Air Force One, panicking, without parachutes. What follows is heartwarming for both Tony and those falling. JARVIS tells him at best he can save four. Not only does he save all of them, but each one reaches for the others to complete a human chain that Tony can use to slow their descent. Terrified people, falling to their death still found the strength to reach out to one another.
The survivors in the water cheering with complete joy at being alive.
Pepper putting on the cracked helmet and receiving the message Tony sent her, apologizing for putting her in harm's way and assuring her that he's okay. She's not listening to anything he's saying; she's crying, laughing and beaming because he's alive and that's all that matters.
Something that hits you when the movie ends. Tony is healing, and has his happy ending. He's the man Yinsen said he could be. He has Pepper. He's no longer the man who has everything and nothing.
It's get better. It's practically an inversion: He has nothing (his old mansion destroyed, he already gave his company to Pepper, the only suit still remaining is in Rhodey's hand), but he has everything (Pepper, of course, but also all his friends, up to including "Dummy" to Rhodey, Steve, and Bruce Banner).
The looks Tony's two best friends give him while Tony is being operated on are heartwarming.
The little thumbs up he gives. Pepper looks ready to burst into tears.
Rhodey has his arm around Pepper, giving her support.
At the end when the fake Mandarin Trevor Slattery is taken to prison, he sees people cheering for him and goes to meet them. It's just so ironically heartwarming: he's the only "villain" in the story to get a good ending and for a while he was believed to be the Big Bad.
Also consider that he was a down-on-his-luck actor, and now he's receiving recognition for the greatest performance in his career.
Despite the fact that it's startling, the fact that the Iron Man suit is in Tony's bedroom during the night when he calls for it subconsciously due to his nightmares from Manhattan. Also, note who it's next to: Pepper. His first priority is to protect her.
Even though Tony picks on Happy for...well, everything when Happy calls him about Killian's meeting with Pepper, when Happy is caught in one of the Extremis explosions, Tony goes to his hospital room, waits there, and tells the nurse to leave Downton Abbey on and make sure everyone wears their security badges around Happy.
Tony Stark Will Return, the last thing we see before the film ends. We all know that this was the last film that Robert Downey, Jr. was under contract to make, and for the foreseeable future nobody knows if he'll decide to return to the character. Bittersweet as the thought is, this message reminds us that whether the Iron Man series continues with more sequels, or if Tony from now on only appears in Avengers films and cameos, or even if the character will now be taken on by a new actor, that this is not the last we have seen of the character. Robert and the Marvel Cinematic Universe as a whole took a character well-known mostly to comic book readers (and, at the time of the first movie, most people hated him), and turned him into one of Marvel's best-known and best-loved characters. For that, we thank them.
Furthermore, it's the message that Tony Stark will return - not Iron Man, reinforcing the fact that Tony is his own man and a hero in his own right without the suit.
The closing montage before the credits definitely counts. As noted above, nearly every character (save for the villains, of course) gets a happy ending, which makes the film one of the only Marvel Cinematic Universe films released thus far that has an unambiguously happy ending.
Just the fact that Yinsen is actually part of that flashback. Three movies later and this is how they chose to remember him.
ďThe only reason I havenít cracked up is probably because you moved in - which is great, I love you, Iím lucky, but honey, I canít sleep. You go to bed, I come down here, I do what I know. I tinker. TheÖ threat is imminent, and I have to protect the one thing I can live withoutÖ thatís you.Ē