After Falco informs Curtius Gordianus of his brother's death in Shadows in Bronze, he manages to acquire the goat intended for the sacrifice Gordianus was officiating at when Falco arrived. He initially intended to eat the she-goat, but one look in her eyes made him softhearted... cue friendship montage of Falco roaming the beach with the goat, living like a hermit/bum while Gordianus is withdrawn at his residence for the official nine days of mourning prescribed to priests who experience a death in the family. In his spare time, Falco is even thoughtful enough to organize the temple acolytes into handball teams, and read to them from his copy of Caesar's Gallic Wars when they have had a thorough workout. The goat eventually gets her chance to repay Falco in kind, saving his hide from a mook at a climactic confrontation.
Also counting as a tear jerker, the ending of Shadows in Bronze. Pertinax is dead, and Falco has achieved his vengeance. Wounded but not too seriously so, he makes his way to the Camillus Verus residence to visit Helena. Helena, who has clammed up and withdrawn into herself emotionally, is relieved to see Falco alive. The pair make amends about how Helena did not tell Falco she was pregnant; Falco tells her she need not keep such things secret from him—if she needed him, he'd drop everything for her. Helena, who had pent up all her grief, crashes into his arms as the levee bursts; as the curtain draws to a close, the two of them shed their tears in private, mourning the loss of their firstborn.
Falco and Helena realising that the other isn't dead near the end of Venus In Copper, when their apartment building falls down. Both of them were out at the time, so when Falco got home first, he thought Helena was inside, and when she got back, she thought he was inside.