When Bud does his mother's makeup to cover up the fact that she has turned color.
Bill being the first character who gains any substantial character development after he realizes the only real happiness he ever feels only comes once a year when he gets to paint a *different* thing during Christmas.
When Betty goes into the soda shop and Bill wipes off her makeup and tells her it's beautiful.
When after Bud gets his color after punching out the creepy guys looking to assault Betty and the resulting tender moment between the two.
When Bill looks at the book of artwork
Bill: Where am I going to see colors like that? Must be awfully lucky to see colors like that. I bet they don't even know how lucky they are.
When David and Bill wake up after painting all night and that inspirational music is playing as the townspeople talk about their mural.
When Bud turns his own father color. Actually basically his entire speech in the courthouse. "There are so many things, that are so much better..."
Bud: I know you miss her, I mean, you told me you did. But maybe it's not just the cooking or the cleaning you miss. Maybe it's something else. Maybe you can't even describe it. Maybe you only know it when it's gone. Maybe it's like there's a whole piece of you that's missing too. Look at her, dad. Doesn't she look pretty like that? Doesn't she look just as beautiful as the first time you met her? Do you really want her back the way she was? Doesn't she look just wonderful? Now don't you wish you could tell her that?
Even before that, when despite still being B&W and conflicted about things, the father still visits his son in jail. He even shares a cocktail olive with him.
Really, George is just such a Nice Guy that it deserves a mention on its own. Especially when you realize that despite everything - the upsetting changes, his disagreement with Betty over dinner, his involvement on the board during the trial - he never actually gets angry or even raises his voice with Betty or his kids and he never stops loving them. If anything he tries to understand what's going on during his conversation with David in the jail cell.
Bud's relationship with Margaret Henderson, particularly when he protects her from Whitey's taunts and when he calms her down during the riot. Solidified at the end, when she tells him not to forget about her as he's returning to his world.
David seeing the images of the world on the TVs in the store window. It really drives home how much the people of Pleasantville were missing.
When Jennifer decides to stay in the Pleasantville universe to go to college. David hugs her goodbye and promises to come back every so often to check on her. Jennifer even says that David has "turned into a pretty cool guy", something she would have never said before they came to Pleasantville.