Shortly after the baby is born, Lady sings the song, "What is a Baby?" in her head. She then cautiously goes into the baby's bedroom, where Darling is rocking him to sleep, with a beautiful lullaby. After the lullaby is finished, Lady looks into the cradle fondly at the baby and realizes that having him around won't be nearly so bad as Tramp had warned her.
Also, after her and Tramp are out on the town, when they wake up, Tramp tries to convince her that life without owners means complete freedom, Lady says "It sounds wonderful... but who would watch over the baby?" Tramp gives her a sad look, but says "Okay, Pidge. You win. I'll take you home," showing that even though he loves his freedom, he can't bring himself to come between Lady and her family.
A small one, but at the end of the movie, Jim goes looking for a box of dog biscuits — "the ones Aunt Sarah sent for Christmas." The dogs saving the baby wasn't lost on her at all.
Another small one, this time concerning Si and Am, strangely. When you really listen to the lyrics of their song, they speak of doing some rather troublesome things, yes... But lines such as "There'll be a head for you and a tail for me" (the fish in the bowl), or "There'll be plenty of milk for you and maybe some for me" (the baby's milk), you realize that the one speaking the line is stating that they'll be sure their sibling gets the better deal of their "prize".
After Lady's wild night out on the town with Tramp, Trusty and Jock immediately offer to marry her to preserve her reputation (presumably in case she was carrying Tramp's pups already). It's unclear whether they think he might have forced her or they just think she's a pretty young thing who made an impulsive decision, but either way they care about her deeply and don't want her to suffer.
Peg comforting Lady in the pound, and the rest of the dogs immediately stopping their teasing to reassure her the moment they realize that the poor girl is genuinely terrified. They might have a casual, irreverent attitude toward their situation, but they clearly have big hearts as well—they're good dogs. Peg was right; they never meant 'no real harm', and they become tender and sweet as soon as they see how close to tears Lady is. And until they start talking about Tramp, it works!
For all that the dogcatcher is by default the villain of the story, he's not a bad guy. He's very gentle with Lady, and while the audience bristles at the borderline-cruel way he talks about how eager he is to euthanize Tramp, you have to remember—he thinks Tramp is dangerous. He has every reason to believe that this is a stray dog that routinely bites/attacks people; think of how often Tramp's bitten him during his rounds. He's never cruel to the dogs he takes in, even talking to them like they're people. He's just doing his job, and the way he scratches Lady's ears and tells her about how her family's here to pick her up is very sweet.
"Come on, little lady. They're here to take you home. *privately* You're too good for a place like this."