When Anna of all people watches another good man fall, and full of righteous fury tries to pick up a gun and blast the Predator. Remember that just a few days ago she was fighting these guys herself! It's nice to see she'd grown fond of them, and a little tearjerking at the same time.
The Video Credits at the end, with the cast all smiling at the camera. It's a little silly and totally out of place after the Bittersweet Ending, but somehow incredibly cute. It's also a bit tearjerking, considering the audience had grown attached to many of them, and seen them all die, only to receive one last shot of them happy again, unaware of their tragic fates.
In Predator 2, Harrigan's award of a 18th century flintlock pistol—possibly taken from a past worthy prey?—qualifies.