A somewhat subtle one from Episode 2. After Ryuko woke up in Mankanshoku house and socked Barazo in the face, Mako appeared and gave Ryuko her scissor blade. At that point Ryuko barely knew Mako and yet her first reaction was to put herself between the girl and the alleged pervert to protect her.
In the climax of episode 5, Ryuko wraps her arms around Senketsu tightly in front of Tsumugu, claiming if he wants to take Senketsu, it'll have to be out of her dead hands.
Followed by Senketsu feeling so strongly about wanting to protect Ryuko that Tsumugu actually hears his voice.
From the same episode, Mako tells her that Senketsu isn't her only friend; she is too. And apparently, she had no real friends before she met Ryuko, so she pries Senketsu off the floor and hands it to her with a smile.
Tsumugi states that people and clothing cannot become friends, as they cannot communicate. Mako retaliates with her own brand of logic: Ryuko was the first person to befriend her, so someone like that could definitely make friends with clothing.
Prior to Ryuko protecting him, Senketsu launches himself off of her so Tsumugu will target him instead of her.
Any and every time Mako rushes in just as Ryuko is about to be defeated by an enemy is a combination of this and a Crowning Moment of Funny.
Episode 7, where Ryuko and Mako manage to get their family a One-Star apartment. The look of sheer happiness on their faces is just... d'awwww.
The beginning of the episode where Ryuko muses how much she enjoys having dinner with Mako and her family since she never had that chance with her parents.
Mako feeding Ryuko her last croquette after Ryuko beats up the three club presidents who interrupted her lunch.
Combined with Tear Jerker, Ryuko can't bear to fight Mako after she puts on her Two-Star uniform, so she just goes back to normal and silently takes Mako's punches. When Mako is about to deliver the final blow, she realizes Ryuko's intention, cries, and calls out her family not stopping the fight.
In Episode 8, Mako hopping onto Ryuko's scooter, wanting to keep her company. Ryuko smiles and goes "What the hell," deciding to let Mako come along on her visit to her father's grave.
She has one more right after that. It didn't seem as much when she offered Ryuko to rest after her fight against Gamagoori. Episode 16 however showed just how tiring and painful it is for her to use Kamui. She didn't know that Ryuko didn't experience such side-effects, she assumed that Ryuko was in pain and was just pretending to be okay. She essentially allowed rest to someone whom she thought suffered as much as she did.
Episode 10: Senketsu points out that Ryuko calms down from a battle after watching Mako being adorable.
It's easy to miss it but Ira sitting beside Mako was rather sweet. Mako admitted herself that before Ryuko appeared she had no friends except for those in her head. Now not only does she have Ryuko, but also Ira, who did not care about her nutty disposition but actively and friendly, if rather hammily, interacted with her.
The flashback to how Jakuzure first became devoted to Satsuki: she starts off wanting to show off by getting the boys to build a huge sandcastle for Satsuki as well because they've been "best friends since forever" note Given background information that Nonon initially found Satsuki uninteresting, she was probably insincere, and just attached to Satsuki's status., while Satsuki says she just needs a handful of sand left over from the construction of a family-owned skyscraper from which she can look down on any adult, and notes that a castle that falls down in the first gust of wind is worthless. Nonon petulantly insists that all buildings fall down eventually, prompting Satsuki to say that they should build their castles in their minds where they'll never fall down; this compels Nonon so much that she knocks the sand from Satsuki, saying she doesn't need it, so that she can hold her hand, promising to hold on to her forever, and will always look out from the same height as her. This actually makes her the only one of the Elite Four who actually pledged herself to Satsuki, rather than being recruited.
In Episode 11, whereas Inumuta is indifferent and Jakuzure is rather hostile to Mako's comments throughout... Gamagoori not only seems to be fond of her spirit, but continually applauds it! Further reinforcing the growing bond between them.
Gamagoori: You voluntarily admit to being an underachiever? That's the spirit, Mankanshoku!
In Episode 12, Mako combines this with CMOA in perhaps the most epic Cooldown Hug ever when she swims through... weird star stuff and hugs, then slaps the shit out of a berserk Ryuko.
It's also a moment of this for Ryuuko herself. She is overcome with rage and lust for blood and could have easily squashed Mako like a bug. But instead she is just trying to pry her off, showing that even in her berserk state she would never hurt Mako.
A subtle one in Episode 13, but the fact Satsuki of all people, despite having every reason to allow Ryuko to be killed to prevent any hindrance in her plans, not only comes down to save her after Nui destroys Senketsu, driving her off... but after collecting the remains of Senketsu to integrate into suitable hosts, Satsuki throws a cover on over her and even leaves her with a single piece of Senketsu's scarf.
Satsuki: How disgraceful...
For bonus points, earlier in the episode, Satsuki sported a pleased smirk to the fact that Ryuko was there to spice things up. In a similar scene near the end, she looks distinctly displeased by how her mother and Harime have interfered.
Another possible, subtle one by Satsuki in episode 14. Satsuki, predictably, is the holder of the last of Senketsu's pieces. What's interesting here is that the piece she has is Ryuko's Crimson Glove, and that she's wearing it.
There are several between various couples in Episode 15
Satsuki pointing out that Nonon won't be able to stand at the same height as her if she supports Satsuki, only for Nonon to retort with a soft, wistful "Don't be silly". Also Satsuki calling Nonon by her first name rather than last name like she usually does.
Mako, after being told to go hide somewhere safe, stays nearby and later points out that being around Ryuko is the safest.
Gamagoori being very reluctant to attack Mako even if she poses a threat to Satsuki's plan.
In episode 16 we have one that shows just how close Mako and Ryuko have become. After hearing about the origin of Nude Beach, Mako gets a mental image about Matoi Isshin chilling out on an actual nude beach. And then Ryuko appears in the corner of said mental image commenting on its improbability. Ryuko became so close to Mako that she can actually see how Mako's brain works.
Satsuki's conversation with Soroi in episode 17. Actually, any time Satsuki is alone with Soroi. The fact that she drops her Evil Overlord act and seems relaxed and happy shows just how close she is with her loyal old butler.
In episode 18 Satsuki calls out to Ryuko worriedly when Ragyo grabs her, and then there's Ryuko getting mad at Ragyo for beating up Satsuki. It's also pretty sweet that Satsuki's revenge is motivated by the murder of her father and baby sister. Said sister is Ryuko. Which means that, though neither of them was aware of it, a huge part of Satsuki's war against Ragyo was carried out for the sake of the supposedly-dead Ryuko's memory.
Gamagoori telling Mako to evacuate the civilians. She may be just an underachiever, a No-Star, and a traitor, but Gamagoori still trusts her enough to charge her with a very important task.
In episode 19, Gamagoori has quite a few of these:
He is just so damn concerned with Mako's well-being.
His moment with Sanageyama after the latter's Goku Uniform finally gives out, and he hands him the weapon made with the other half of Satsuki's Bakuzan, is rather touching.
His reaction to seeing Mako finally safe and out of the COVER that devoured her in the beginning of the episode. He even averts his eyes when she is naked. What a gentleman!
Also in episode 19: Sanageyama asking his Goku Uniform to "hold together" so he could evacuate his former friends.
And then the aforementioned friends performing a Heroic Sacrifice to ensure that everyone else got out safely.
Also in episode 19, Sukuyo comforts Senketsu when Ryuko is comatose. Keep in mind that no one except Ryuko can hear him, but Sukuyo understands their closeness like Mako does, and know he's been fretting over her. Senketsu then sobs into her arms like a small child and it's adorable.
In the flashback showing Soichiro's transformation into Isshin, it's very heartwarming seeing a young Ryuko sleeping on a chair, sucking her thumb and surrounded by dolls.
Even if he had experimented on his own daughter, turning her into a Life Fiber/human mutant, Isshin will not abandon her if he has any choice in the matter.
In episode 20, the sheer happiness of the Elite Four when they find out that Satsuki is alive. Especially since they were at a bit of a loss at what to do now that Ryuko had left on her own.
The scene where they all finally reunite is both very heartwarming and awesome.
Mako cuddling Senketsu and claiming that even if she can't understand him, she knows how he feels, which makes Senketsu blush.
When Ryuko attacks Nui, Nui assures her that she knows exactly how she feels: a freakish outcast with no place in the world, and no real friends. Nui assures that she and Ryuko are two of a kind, and that she will be Ryuko's friend. Nui was never given a choice, and was probably always brought up to be nothing but a tool for Ragyo's plans, and she really is happy that after Ryuko is brainwashed to join their cause, she will finally have a companion with whom she can sympathise.
Inumuta and Iori, despite being fairly serious characters, share a cute high five in Episode 21.
Satsuki tells a brainwashed Ryuko that she has no feelings of sisterly affection and will take her out like any other enemy, but this turns out to be a lie. Her plan starting from episode 20 was to find a way to save Ryuko. Satsuki was only able to synchronize with Senketsu because they both desire to bring Ryuko back to her senses. She screams Senketsu's name in genuine fear when Ryuko cuts him off of her. Then when they finally manage to snap Ryuko out of her funk and she begins to rip apart Junketsu, who is sewn to her skin, Satsuki begs her to stop because she'll die of blood loss.
Finally, there's Mako's utter faith that "her Ryuko" is still in there, underneath all of the rage and Mind Rape and homicidal insanity. And it's obvious Mako's not that off the mark. Ryuko could have easily sliced Mako in half when Mako launched herself at her, but instead Ryuko dodges her in a Call Back to episode 1. And for a while, she even appears confused and paralyzed by Mako's appeal to her emotions and their friendship. It takes a long time before Ryuko finally moves to attack her, both in reality and when Mako breaks into Ryuko's mind.