In the original game, Alice and Zhuzhen liberate Bistritz with the help of Keith. The little girl, Nina, is reunited with her mother, and everyone discovers that Nina's "special item" is not gold dust, but cross-pollinated seeds that will be able to grow in the town's harsh soil.
Lenny's responsible for another one in From The New World; if you talk to him after you visit the Gate, you not only get Johnny's ultimate armor, but he reveals the depths of his devotion:
Lenny: Although it is presumptuous of me, I plan on living another fifty years, so don't die just yet.
Johnny: Another fifty years?!?
Lenny: Yes. Until I hold your grandchild in my arms, I have no intention of dying.
While the second playthrough of Covenant is mostly just creepier/funnier thanks to the complicated family relationships revealed at the end, the very first scene actually gets more meaning if you remember how Yuri's mother died right before his eyes when he was a kid. Perhaps it wasn't just the pretty face that moved him.
The Good Ending of New World. There's just something about Johnny and Shania both headed out on a new case, smiling at each other as they open the door, as Best Friends For Life (or maybe more than just friends?).
"I'll protect them both...I'll protect Shania. And the world!"
Koudelka and Edward in the first ending when She reveals that her gypsy name (Zslato) means treasure
When Zhuzhen and Yuri are reunited after spending a good six months apart when Yuri absorbed the Seraphic Radiance and went mildly insane.
Zhuzhen: So, it's really you, kid?! I'm not just seeing things? Choke...sob... Y-You gigantic knucklehead, you...
Yuri: Ah, c'mon. Don't go cryin' on me now, pops! Now, c'mon! Stop it! You'll dry yourself out if you cry like that!
Zhuzhen: Aw, stuff it! Don't you know I've been worried sick over what kind of trouble you might be in?! That's why I came looking for you, you ungrateful son-of-a-bitch!! It just chokes me up! Can I help it if the tears come easy in my old age!
A small, but surprisingly sweet moment is when Keith checks on an injured Halley after being struck by Roger Bacon. He and Halley have very little interaction beforehand.
Keith: You're okay now. I'm here with you...
The good ending of the first game, if you interpret it as Yuri being given a second chance in Covenant to go back in time in order to save Alice from dying.
Also if you're on the path to the good ending, Alice gives a very heartfelt speech about how much Yuri means to her.
Alice: I'm not sure when it was that I started to feel the way I do about you. You can be so short-tempered and foul-mouthed sometimes, and yet...so graceful and strong and pure. Would you be surprised if I told you that I sometimes wished that our journey together would never end? I don't know where that journey will end. ...But I'm frightened when I start to feel it coming. You've survived so many hardships since you were a child...Overcome such pain. I'm certain it was because your mother and father gave you so much love when you were small. And that's why...even if you don't put it in words...you're always teaching me just exactly what love is. I'm so grateful that I met you. So truly, truly grateful.
Margarete gives a confessional to Yuri about how she, when she first met Yuri, could only think of using him to better her country. But, she grew attracted to his comic-book ways and the way he protected Alice. She even mentions that she might like to spend more time with him, even though she knows he loves Alice instead.
In Shadow Hearts's bad ending, after defeating the 2nd boss in the Neameto, Alice faints. Margarete sends the rest of the party away, and they have a woman-to-woman conversation, in which Alice confesses that she doomed herself to save Yuri, and her soul was killed. Margarete reassures her in a Cool Big Sis way.
The Train Scene with Yuri and Alice in the second game is really cute. Alice is dead and Yuri is seeing her in his soul after trying to revive her and failing and has really missed talking to her for a long time, getting a bit awkward. They share a short but intimate moment with each other.
Shania bonding with Anne the pirate girl, thanking her for keeping the Ocean Altar safe.
During the Garvoy Valley sidequest, the party discovers the Altar of the Sun, and that the soul of Shania's father has been guarding it ever since Lady destroyed the village. As per the customs of her tribe, Shania decides to take the test to make a soul contract with the Sun Spirit. However, Johnny stops her and pleads with Shania's father to allow him to assist Shania in the test. Moved by Johnny's determination and concern for Shania, her father allows him to participate in the battle.