In the third game, Mr. Match tricks Lan in helping him set SciLab on fire by pretending to become a law abiding citizen. Lan is devastated at the results of his actions and spends a few days moping. When he confesses to Chaud that the SciLab attack was partly his fault, Chaud threatens to arrest him if Lan gives out anymore information. That's not the heartwarming part. Chaud then tells Lan to visit his dad in the hospital and states that he never heard Lan's confession to return the favor of Lan helping him save his own dad from Sunyama.
Chaud: "About what you just told me, I never heard it. I owe you that much for what you did for me."
MegaMan.EXE: "Lan, these are my final words as Hub Hikari. Lan, you have to go on living and have a future! I will always be with you. I already died once and came back as MegaMan.EXE. Meeting you, playing with you, fighting with you, everyday that I spent with you was a happy one and finally I have been able to meet you face-to-face. I've never been happier. Lan, you will be able to make so many more people happy! I'm so proud to have had a brother like you. And now I must speak as MegaMan. Just because I'm gone, don't you skip your homework, and learn how to wake up by yourself! Lan, nothing could replace the days I spent with you. Thank you. Good bye, Lan!"
Mamoru's scenario in the third game. Especially when MegaMan.EXE released his energy into the hospital system to restart Mamoru's surgery.
In the first game, if you talk to Mayl before jacking Megaman into the school network:
Mayl: "Don't be too hard on Megaman, he's one of your friends too."
Lan and Mega Man's relationship is all sorts of this. They might bicker, but they're best friends and downright inseparable. Not even death could keep them apart. It helps that Mega Man came back from the grave twice, though he had the help of his dad both times.