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In X's ending for X4, X asks Zero to terminate him if he ever goes Maverick. Zero's response? "Don't be absurd." The unspoken message there is that Zero doesn't think that X could ever be corrupted by the Maverick Virus.
Zero's return in X6. The music, and the joy in X's voice when Zero reveals himself really sell the moment.
In X6's Good Ending for X, he brings back a mortally-wounded Gate for Alia to try and repair, as she used to be his best friend. Really, that whole ending is pretty heartwarming—the rest of the Maverick Hunter team shows up to offer their support in restoring all the damage caused by Sigma's Colony Drop in X5, leading to the most optimistic ending in the series.
In Zero's X6 ending, when he's sealing himself away to purge the Maverick Virus from his system completely, the scientist in charge of the operation is concerned about what might happen in his absence. Zero calmly replies not to worry about it, as X will always be there to protect the world and calling him the superior hunter. He's got that much faith in his partner.
X finally warming up to Axl by the time of X8.
A subtle one from the mini-comic in Mega Man #35. In X's apartment, you can see a picture of him and Dr. Cain looking happy together.
Towards the end of the flashback of "The Day of Sigma" in Maverick Hunter X, Dr. Light is clearly at the end of his lifespan and preparing to seal X away for the day he is ready in the future. Before he is sealed, X promises his father that he will use his powers to fight for good if needed, leaving Dr. Light to cry with pride for his son.