After Gonzo learns the truth behind his alien heritage. Never before has Gonzo seemed so happy as when he shouts, "I KNOW WHERE I COME FROM!"
Gonzo's alien brethren must have been looking for him for a long time, to let him stay on Earth at the end just goes to show how much they must really care for the guy and his happiness. D'awww
I like how Rizzo was almost hysterically happy that Gonzo wasn't going to leave Earth. Now that I think about it, it's hard to imagine things without those two together.
Kermit's very simple reaction to Gonzo's farewell puts a lump in many a fan's throat every time.
"We love you, Gonzo."
On the audio commentary, Gonzo begins to tear up while re-watching the family-photos scene, and Rizzo hugs him. Near the end of the film, when Rizzo is saying goodbye to Gonzo, the Rizzo in the commentary leaves the room sniffling.