Pretty much everything relating to Oswald and Gwendolyn is simply heartwrenchingly sweet. Most notably, when Gwendolyn discovers the ring Oswald gave her as a wedding gift (that she'd given to her father) has been stolen by the fairies and she single-handedly storms into their forest to reclaim it- not so she can return it to Odin again, but because It Was a Gift. Then when she discovers Oswald had been slain by a Halja as his despair at (apparently) not receiving Gwendolyn's love had sapped him of his strength and will to fight, she goes one better by singlehandedly storming the Underworld and slaying the Queen of the Dead to rescue him!
Of note is one of their first interactions, with a dejected Gwendolyn trying to face her new life as Oswald's bride with whatever dignity she can salvage. It goes a long way towards revealing what kind of a man Oswald is:
Oswald: Gwendolyn... will you wait for me?
Gwendolyn: I am yours now. If you command me to wait, I shall obey.
Oswald: You are NOT an object! And I will not allow anyone to treat you thus.
On Oswald's side of the story, when he goes on a full-blown quest to find an alternative for Gwendolyn being forced to love him by her father's spell because, more than anything, he wants her to love him for who he is.
Pretty much everything relating to Cornelius and Velvet. Cornelius spent a good portion trying to keep his identity hidden from Velvet as he is ashamed of his cursed form, not knowing about Velvet's ever growing worry for him. Once the truth comes out, he tells her that it would be best to no longer be involved with each other anymore due to his Pooka form. Velvet tells him his form doesn't matter as he is still the same man she fell in love with as far as she's concerned, giving Cornelius a reason to live again.
Mercedes finally keeping her reluctant promise to the frog - a kiss, something that had Squicked her out before - as he lies dying after saving her life. And not only does it save him from death, he turns back into Ingway.
Even moreso, the extreme lengths the frog goes to in order to help Mercedes, culminating in nearly killing himself casting the spell that saves her from Beldor, and urging her to leave him behind afterwards rather than sparing any thought for the kiss he'd previously been trying to beg from her. Especially given that it proves how genuinely selfless Ingway is actually capable of being.
The final true ending of the game when you get 100% completion where Velvet and Cornelius are FINALLY freed from the Pooka curse to live the remainder of their human lives together.
Also, the World Tree growing where Mercedes died. Anyone who knows what that means will realize now that Mercedes' dying sentiments were wrong: she wasn't useless.
Odin Sphere: Leifthrasir adds on to this if you get all endings, including the false endings. The end card changes from the World Tree to an image of Ingway in the Netherworld, along with a glowing root growing down to him. Said root has a familiar flower growing on it, revealing that Mercedes and Ingway were united in death.