The 16th episode: "The Mystery of the Lost Continent" has possibly the most heartwarming scene in the entire series:
The revealation that his father died years ago, at sea, saddens Jean, leaving him feeling that all his efforts were for nothing. So he tells Nadia he no longer sees any point in inventing and has decided to give it up; which saddens her because she knows how much it means to him. So she cleverly reminds him of the promise he made to her to cheer him up, in her best Jean impression. It works.
The scene itself, and the accompaniment of 'To Home', makes it so poignant, that you might find yourself getting a little misty.
The 17th episode: "Jean's New Invention" shows Nadia continuing to bond with Jean as she encourages the latter to build a gyrocopter, inspiring him to invent again. She even brings him some (half-baked) seaweed to eat (to apologize for scolding him for missing dinner). The end of the episode shows both on a glorious gyrocopter flight with Jean promising to take Nadia to Africa. She is, needless to say, delighted.
In episode 31, "Farewell, Red Noah", Nadia hears that Jean has come back to save her from Red Noah, and begins weeping for his safety. The mysterious voice asks Nadia "is there something more important to you than the Blue Water." Nadia nods yes, and then in the next scene, she tearfully runs into Jean's arms, not even caring that he's seeing her nude.
Actually, this can apply for any scene where Nadia acts kindly toward Jean.