At the end of Lego Marvel after Magneto destroyed the Statue of Liberty, it is being rebuilt and Captain America gives Agent Coulson a hug in the background.
Even after the events of Lego Marvel, in which of course they were antagonists, Loki and Thor team up in the bonus level "Bro-tunheim".
The Thing carrying Human Torch after the Green Goblin boss fight.
Despite (or even because of) the fact that the Hulk remains the Hulk through the entire game on account of Rule of Funny, seeing that his friendship with Tony Stark is just as strong as in the movies brings a smile to one's face.
After Hawkeye and Black Widow are injured during the Red Skull level, Coulson tells Fury they're fine and promises to bring them back safely.
Every single time Uni-Kitty speaks during gameplay. Bonus points go to how she reassures Metalbeard that Bad Cop has become a good guy.
Game Theory's analysis on Batman 3 validates the LEGO games as a whole, and defends the obscure characters that the game included. Even better, it got Matpat more into comics and weird characters (one goal of the game), and he completely realizes the loving tribute the game pays to the history of DC Comics.