Alan runs into his father's office before realizing that he mistook a squatter for his father. The squatter immediately notes that it's cold out and offers him hot coffee and warm clothing.
Judy is horribly close to death at the end of the game, having been poisoned. She says that she misses her dead parents (something she has been denying throughout the movie)—probably because she realizes she's going to see them in a few moments.
Judy: "I... wish mom and dad... were here..."
Alan tries to emulate his father, then realizes that he's being a jerk, and apologizes to Peter.
Young Alan looking at the pieces that belonged to Judy and Peter, who aren't even born yet.
The ending where after meeting Judy, Peter and their parents, Alan and Sarah take measures to protect said parents despite the fact that neither of the kids remember them at all.
At the end, his father, despite having no way of knowing that Alan went through 26 years of hell, apologizes to Alan for his own outburst and is willing to talk to him, man to man.
After the quicksand floor is solid again:
Sarah: I was afraid I'd lost you again.
Alan: Thanks for sticking around this time.
The sheer joy on Alan's face when he thanks Peter for getting him out of Jumanji.