Wilhelmina tries to cook something nice for Shana.
Also, in a weird way, Wilhelmina's jealousy over Shana learning to cook from Chigusa rather than her. Despite the fact that Wilhelmina is confirmed to be a very poor cook.
In the beginning, Shana is highly resistant to Yuji calling her by the "name" he gave her. A subtle CMoH happens the first time she refers to herself as "Shana" in episode 12.
In a similar vein, when she refers to Yuji by his first name instead of 'that torch'. Then she runs away with a small blush.
Margery giving Yoshida and Ogata love advice to deal with jealousy.
The final episode of the second season, where Shana jumps towards Yuji and cries in his arms. Considering her usual attitude, that's a pretty big moment.
In episode 2 of the OVA series, Shana gives Wilhelmina a surprise party because the latter mentioned today was a special day. As they eat, Shana asks what is so special about this day. Wilhelmina answers, "Has it been so long that you have forgotten? Today is the day you entered my life. Special, indeed." This is accompanied by a flashback of Shana as a cheerful child.
When the relationship between Oogami Junko and her mother was fixed in episode three of the ova series. The flashbacks at the end are sad, if you think about it too much.
Keisaku's confession to Margery, and the following They Do moment.
In the last episode of Shakugan no Shana Final, used rather heartrendingly: the point when Shana tells Yuji one last time to "SHUT UP! SHUT UP! SHUT UP!"
This requires some explanation. Yuji, having separated from the Snake of the Festival, explains his intention to travel to Xanadu to promote peace between the Crimson Denizens and humans, despite the fact that Misaki City, and thus copies of his family and friends, do not exist in Xanadu, which is otherwise a perfect copy of Earth. He also states that he intends to do this alone, without Shana at his side, because he feels that his actions as Snake of the Festival Yuji deserve punishment, and being with Shana is certainly no punishment. Shana is not pleased. Shana and Alastor proceed to battle Yuji with the goal of forcing him to abandon his penance and allow Shana to accompany him on his travels. It is during this fight that Shana utters her famous catchphrase. After a brief knockout, Shana tells Yuji that she loves him more than anybody else, and explains to Yuji that she will support him when he is weak and correct him when he is in the wrong, but she will not leave his side. Yuji caves, and admits that though it may be selfish of him, he wants Shana at his side. At this, Shana and Yuji finally kiss, a Unrestricted Method of Lamies' activates restoring Yuji's full existence, and the two (three, counting Alastor) depart to Xanadu together.
After the battle between the Flame Haze Army and Bal Masqué at the Castle of the Star of Darkness, Yuji shows up at Misaki City to ask for Kazumi's assistance in creating Xanadu. Eita, mistrustful of Yuji after his apparent Face-Heel Turn, accompanies Yuji and Kazumi while the former explains his motivations. Convinced of Yuji's good intentions, Eita states that he trusts that Yuji will keep the humans safe during the upcoming final battle, announcing his intent to throw away the talisman that allows him to be unaffected by a Fuzetsu. This exchange ensues:
Eita: Hey, Sakai. You only spent a year or so with everyone, but was it fun? I had a really good time.
Yuji: It was all fun, like a dream.
Eita: (extending his hand to shake Yuji's) Honesty, I thought about punching you when I saw you, but...
Yuji: (shakes Eita's hand) Thank you.
Eita: Bye. (Eita turns and walks away; he and Yuji never meet again)
After Yuji and the Snake of the Festival separate, the Snake of the Festival tells Yuji that while others may not forgive him for his actions (likely referring to his betrayal of the Flame Hazes), he does, because as a god that grants heartfelt desires, he understands why Yuji did what he did.
In the last few episodes of Shakugan no Shana Final, Shana and the other Flame Hazes have apparently won, having inserted a rule into the spell creating Xanadu, the Crimson Denizen paradise, that prevents Denizens from being able to eat humans... only for Snake of the Festival Yuji to reveal that what they had been fighting over was actually a decoy, and they were actually going to use the Power of Existence collected by the Midnight Lost Child as energy for creating Xanadu themselves. They then call upon the Denizens to make their wish for Xanadu so that they can create it... and the Denizens beseech Snake of the Festival Yuji to include the rule into Xanadu anyways. When Bel Peol demands to know why they did so, as it was well within their power to create the world as originally planned, Snake of the Festival Yuji explained that it would have made everyone sad. Later, Yuji explains to Shana that after living so long beside humanity, the Crimson Denizens had to come admire it, and wanted genuine coexistence.