The end of A Pinky and the BrainChristmas counts when Pinky gives Brain the world for Christmas. (Sort of - it's a little globe on a keychain)
The scene right before it is even better — Brain is just seconds from bringing his plan to total success, until he turns and sees just how sad Pinky is at not being able to give his letter to Santa Claus. Right then and there, Brain effectively decides that if Pinky can't get what he wants, then neither will he. Of course, it wasn't so much the letter itself as it was the contents of that letter. Brain initially passes it off as some stupid letter Pinky wrote. And then he actually reads it.
More to the heartwarming factor, that wasn't the only time Brain kept disregarding Pinky's letter, it happened about four other times before that.
And to take it up to eleven (it being Brain's guilt and the heartwarming mood of the moment), even in his state of grief, Pinky refuses to defy Brain and still follows his instructions to activate the device.
And Pinky still prompted Brain to start his world domination speech, even if it was right after he dismissed all Pinky's sadness. When Brain struggles to muster through and eventually just stares at Pinky in guilt, the latter just smiles and signals him on, as if to tell him it's okay. This was the final nail in the coffin for Brain.
Brain: I command you to... (Beat) have a merry Christmas, everyone! Have a merry, merry Christmas! Joy to the world! Yes! *cries, smashes machine*
The ending of the episode where Pinky succeeds at getting Brain the world for his birthday — after Brain screws it up himself (of course), instead of getting angry, he quietly says, "I don't deserve a friend like you, Pinky."
"Two Mice and a Baby." Apparently Kal-El spent a few days with a pair of lab mice who grew to love him. In the end, they decided to let a pair of human parents take him, as they realized he would have a better upbringing there.
The scene where they give him to his human parents. At first Brain concludes good riddance as Kal-El is more harm than good to their plans. Then the infant gently calls out to him "Bye-bye...Dada", moving Brain to tears.
Brain considers himself superior to Pinky because he's above extreme displays of emotion. His reaction to his universe's version of The Lion King?
Eventually, Brain becomes so distraught that he begins to sob, and actually hugs Pinky for a shoulder to cry on.
Pinky himself is a heartwarming character. He completely respects Brain's position and often affirms and cheers him on. Many episodes, such as That Smarts show how he doesn't mind how useful he is in taking over the world, because he values his friendship with Brain a lot more.
Pinky: (sniffling) Being smart isn't any fun... Brain doesn't like me.
To some degree, Pinky is an Audience Surrogate. He sympathizes with Brain and so desperately wants something to go right for him. The above example pretty much shows his vehemence in trying to even get him a Christmas present, even listing all of Brain's redeeming qualities that make the audience empathize with him. He wasn't crying because Brain yelled at him, he was already in tears, because he so wanted to Throw Brain A Bone and fate had so cruelly robbed him the chance.
In "That Smarts," when Brain believes it's Pinky's fault that their plans never succeed, he never even considers abandoning Pinky.
Brain almost always refers to his inventions as "our invention [he and Pinky]", and says "The world will be ours!"
And seems to hold to this the odd occasion they actually succeed at something, when he and Pinky manage to drive people off the Earth with their own artificial planet for example, he is shown enjoying the high life with Pinky (which is probably just as well, since he soon finds the outcome to be rather lonely).
Brain always acknowledges Pinky's intentional and serendipitous acts that contribute to his plans.
In "Welcome to the Jungle," Brain finds himself completely unable to adapt and becomes the load with Pinky taking care of him. Then the two find themselves in the hands of a delirious Snowball and a group of far flung tourists who tie them both to stakes and are about to fry 'em alive. Pinky gets knocked into some quicksand. After spending the entire episode being unable to help, Brain suddenly finds his inner wild, breaks the ropes, defeats snowball and saves Pinky. Thing is he only did all of that because Pinky was in danger in the first place.
Pretty much the entire episode of "The Family That Poits Together, Narfs Together".
One episode takes place during the silent era of film, with Brain trying to establish himself as a movie star. At the end of the episode, he and Pinky are alone in a projection booth and Brain says "Perhaps the world just wouldn't accept a mouse as a movie star." As he says this, he stands in the projection beam, creating a large shadow of his head and ears on the screen. Alone in the audience, a young animator sees this and begins sketching the silhouette of a mouse's head. A genuinely respectful reference to Walt Disney in a Warner Bros. cartoon? Who would have guessed?
The scene leading up to the avalanche in "This Old Mouse." Pinky's seen a prediction of Brain dying in an avalanche and is trying to stop it, Brain doesn't believe it can be stopped... and all the two friends can think about is saving the other!
Brain: But if you saw it there, and the future can't be changed, that means I am going to die in an avalanche! Pinky, hurry, get out of here. Save yourself.
Pinky: No, Brain — I'd never leave you!
Brain: You can't save me.
Pinky: I can't lose you again, Brain! Without you, I feel so... Garfunkely!
Brain: Pinky, please!
Of course, the avalanche happens, and when they run for it, Pinky makes it to a tree branch, but Brain can't reach it.
Pinky: Come on, Brain, jump!
Brain: No time, Pinky — go on without me!
He then goes back for his friend and gets them both to safety. Brain's so happy they're both alive and to learn that the future can be changed, he hugs his friend hard enough to nearly suffocate him. Anything really is possible with The Power of Friendship!
If you've ever doubted which means more to Brain — his friend, or world domination? — just watch the episode "A Pinky and the Brain Halloween." Pinky sells his soul to the devil (not called such, of course) in exchange for control of the world for Brain. Brain has "everything I ever wanted"... and, no matter how hard he tries to deny it, he doesn't enjoy it. So he goes to "Hades" and challenges the devil himself to a contest to get his friend back. Naturally, it's not until after he signs the contract that the Jackass Genie lets him Read the Fine Print: if he wins, he gets his friend back, but he doesn't just lose control of the world — he's agreed to never again try to take over the world on his own! "Think of it, Brain — you can walk away now and rule the world, or you can risk it all and try to get Pinky back." Which will he choose?
Brain: I'll try to save Pinky!
Pinky: Oh, Brain! My hero! (hug)
A bit of a meta example, but in this video at a comic con, when the voices of Pinky and Brain, Rob Paulsen and Maurice LaMarche were asked on what it was like working with the voice of Snowball, Roddy McDowall, they immediately went into talking about how much of a delighting and wonderful man he was. How quick they were is especially touching.
Rob Paulsen: (About Roddy McDowall) What a sweet man.