Turns into a massive Tear Jerker by Last Stand of Dead Men.
A subtle one in Dark Days: Kenspeckle shows Valkyrie the 'mug' Clarabelle made for him, which is hideously coloured, large enough to be used as a bowl, and so uneven it can fall off a flat surface. And yet Kenspeckle uses it for mixing ingredients anyway.
In the fifth book, Tanith and Ghastly's kiss.
Val and Fletcher's little date near the end of Mortal Coil.
China hugging Valkyrie and thanking her for going to save Skulduggery. Even though you know she probably only wants him back for her own selfish reasons and despite what we find out later in the book, it still comes off as rather sweet.
"Don't call her child." Coming from Tanith and China.
Mr. Bliss going all Knight Templar Big Brother after Krav tried to kill China. As a family, they're... not particularly functional so it meant a great deal.
"The Last Stand of Dead Men" reveals how much China admired him and how brave she thought he was. China isn't sentimental by any stretch of the imagination but she loved her brother.
Near the end of Death Bringer: After the insanely terrifying, epic fight between Darquesse and Lord Vile, Skulduggery slowly snaps out of it, takes off the armour bit by bit and gets Valkyrie to do the same by telling her how much he enjoyed spending time with her.
Skulduggery singing "Me and Mrs Jones" as a lullaby for Valkyrie, who has had a rather bad day.
"I would." Skulduggery's response to being asked if anyone was willing to give up their lives to watch over an imprisoned Darquesse.
"You leave Ghastly alone. He's not to be harmed, you hear me? Don't be mean." There's enough of Tanith left to care about what happens to Ghastly.
Melissa loses her job at the bank. Valkyrie immediately says that the money she inherited from Gordon is for the whole family and that Alison is going to the best college money can buy.
Valkyrie's new found respect for the reflection in Kingdom of the Wicked and her determination to rescue it. It stops being heartwarming once you get to the epilogue but still...
Ghastly brings Tanith flowers when she's injured in Dark Days. Valkyrie hugs and kisses her on the cheek even though Tanith is covered in healing magic mud.
Despite the fact that Skulduggery turns out to be utterly hopeless at post rejection comforting, it was rather sweet that he tried to make Valkyrie feel better after Hansard rejects her and Fletcher gets a new girlfriend.
Skulduggery has a very sweet one in Dark Days when he admits the truth about Esryn Vanguard. His conclusion to his speech is a CMOH.
"I have done terrible things in my life, Valkyrie. Things that haunt me. Some of those things I had to do. Some... I didn't. But I did them anyway. For my sins I should have stayed on the other side of that portal, where I belonged. I should have been hunted and tortured until my bones turned to dust. But you came into hell and brought me back. I may disappoint you, but you have never disappointed me. And you never will."
Valkyrie bonding with Carol in the middle of Kingdom of the Wicked.
Stephanie's scenes with Fletcher are...oddly heartwarming. Highly dysfunctional, but sweet. Whatever she is, she genuinely cares about him. Which makes her a nice change from his previous girlfriend.
Stephanie's scenes with Alice. Again... highly dysfunctional but she adores that girl.
China and Skulduggery's conversation at the end of Last Stand of Dead Men. China, showing genuine remorse for the first time in the entire series, and making it very clear that, despite Skulduggery not returning her feelings, she still loves him. Skulduggery, a character renowned for his Unstoppable Rage, refusing to watch China die, despite what she did to his family and making it clear that he still cares about her.
Skulduggery and Valkyrie, mucking around in the desert. It's the last time either of them are truly happy in the book.
Scapegrace and Thrasher rescuing Clarabelle and then deciding to let her live with them. The first friends that she's ever had.
Hell, Scapegrace's reaction when he hears Clarabelle is in danger. He instantly demands they save her. And just before they charge in, Scapegrace is thinking of running away, but when he sees Clarabelle, he keeps going.
The Dead Men attempting to rename themselves after letting Valkyrie join. "Dead Non-Gender-Specific Persons" is rather progressive and adorable for men who are centuries old. Also, Valkyrie letting Skulduggery vote in private so he wouldn't feel pressured to let her join.
There's evidence that sorcerers historically didn't hold the same attitudes towards women as mortals did—eg Ghastly's mother was a boxer, Morwenna Crow led a war unit, China Sorrows was leader of the Diablerie, Tanith was trained to be an assassin etc— which makes sense. However, this doesn't stop it from being any less heartwarming, because the fact that they considered changing the name shows that the rest of the Dead Men consider Valkyrie to be on an equal footing with them.
Valkyrie thinking that she still considers Skulduggery her hero after finding out about Vile. Not because he was a "good guy" but because he dragged himself back over the Moral Event Horizon.
Indeed, her sulkiness derives not from the fact that he is Lord Vile but that he didn't tell her.