During the perfect ending, when everybody in GUN HQ is celebrating after the comet is destroyed, and the realization that Professor Gerald, and the project that created Shadow, had been misunderstood, the President says: "After the way we all treated him, he saved us all in the end. We were all wrong about the professor." And many responsible for the original attack on the station join in with many a My God, What Have I Done? lines to go around.
In the pure hero ending, Shadow stands triumphantly alongside his comrade Sonic with the seven Chaos Emeralds before recalling that faithful promise he made to Maria in protecting the Earth, one he is fully intent on keeping. Especially since he is on pretty good terms with Sonic and his friends now.
The slightly hero- Dark ending. Unlike the other endings where he ends up killing Eggman, he tells him to leave the sacred ark and never return, swearing to guard the place that was his home as long as he lives.
In the semi-hero ending, Shadow defeats Black Doom to make up for being the cause of incident on the Ark. This is in spite of being revealed to be a Black Arm like Doom. After realizing his existence was meant to cause pain and suffering, Shadow gets depressed. Vector tries to cheer him up in spite of hearing the Awful Truth about him.
Shadow's dialogue with Maria in Lost Impact and The Doom.
Some of the post-game messages are this. When you replay the game after completing it, you would hear your ally or an important NPC communicate with you (the replaying of the game is stated to be one massive simulation.)
One important one is how the GUN commander will actually inform that he has become a grandfather. The fact he is telling Shadow this shows the development the man has gone through in his relationship to the ultimate lifeform.
This one is quite subtle, but it's still there. G.U.N. are asked to hunt Shadow down, right? Well, Rouge is also a G.U.N. agent, quite possibly high up in the ranks. And yet, in the hero missions, Shadow is still willing to help her out, and Rouge appears to not tell G.U.N. what is going on. It's as if she's trying to protect Shadow, even at the possible risk of being fired. It shows how far the two have come since the events of Sonic Adventure 2 and Sonic Heroes. True Companions indeed.
This game's take on Maria's speech from Sonic Adventure 2, which has improved characterization, voice acting, and even context, is even better. In Adventure 2, Maria is an innocent little girl with no personality whose innocence motivated Gerald and Shadow to do horrible things. In Shadow the Hedgehog, she's a hero in her own right, trying to save other people despite being terminally ill and occasionally still laughing at things like a child would, even during a disaster, making her sacrifice seem a lot more human and a lot more poignant.
Another moment is in the final battle, after you spend about seven minutes in the battle.
Dr. Eggman: Shadow, can you hear me? This may be the last chance I get to speak to you, so... What I said about having created you? It was all a lie. Everyone thought you had died during that horrible incident. But I rescued you with one of my robots! You lost your memory, that's all. You really ARE the Ultimate Lifeform my grandfather created!
The titles of some library sequences in which Shadow starts out taking the dark path, then goes full hero after encountering certain characters. For example, going full hero upon meeting Amy in Cryptic Castle results in a sequence titled "The Miracle of Love".