The whole "Trapeze Americano" scene where Alex clumsily creates a spectacular trapeze act with Gia largely by accident to a beautiful song, "Love Always Comes As A Surprise," as they fall in love.
The Tightrope scene with Melman and Gloria. This troper wasn't convinced of their romance until this movie. It's just pure love right there. At the same time, we see Stefano flying through. Marty's previous scene with his joy flying in the air. It certainly helps that Dreamworks Animation always have a way to make you feel like you're flying alongside him.
Finally, there is that moment when the Zoosters made it back to the gates of the Central Park Zoo, only to discover that they've changed too much to return to captivity. Marty apologizes for putting the gang in this situation in the first place, but Alex tells him that there is nothing to forgive since being sent to Madagascar was actually the best thing that could have happened to them.
It's the way Marty's apologizing that really pushes it home.
Marty: Guys... I'm sorry I ever left the zoo in the first place.
Marty: Because if I hadn't left... we wouldn't have anything to be sad about right now.