Filia's ending, mixed in with slight Tear Jerker. She selflessly wishes for Painwheel/Carol to become a normal schoolgirl again. And while the Skull Heart recognizes this as a pure and selfless wish, it also knows that Filia's doing this to atone for whatever kind of cruelty she may have done to her before her amnesia, so it curses her to become the Skullgirl over time. When she goes back to school, we see a cured and mostly unscarred Painwheel/Carol be reintroduced to the class. Even with her slowly succumbing to the influence of the Skullgirl, the final shot of the two of them smiling together brings a warm feeling inside you.
Although not exactly as touching as Squigly's relationship with Leviathan below, despite everything the game implies about him using her for himself Samson does seem to be genuinely looking out for Filia as well.
Samson: (After Ricardo attempts to harass Filia) No-one touches my host... No-one.
The same with Parasoul's ending. She narrowly stops Umbrella from becoming the Skullgirl, but at the cost at eventually becoming the Skullgirl herself. Now Parasoul is training Umbrella for the day her sister has to put her down.
Peacock forgiving Marie in her ending, and their last talk together.
Squigly's relationship with Leviathan. Even in death, he stays with her, and protects her whenever the rise of a Skullgirl raises her from the grave. At the end of Squigly's story she goes back to death after the destruction of the Skull Heart, and he promises to stay with her, for as long as it takes.
In the final scene of Squigly's story, Fillia and Samson have given Squigly a proper burial, and carved a very heartwarming epitaph on the headstone.
Here lie Sienna "Squigly" Contiello and Leviathan. May they rest in peace, until we meet again.
One of Squigly's 'round win' lines has her saying this to Leviathan as she scratches under his chin: "Who's a good lil' dwagon monster~? Oh yes, you are; yes you are~" Adorable.
After Big Band defeats Painwheel in his story mode, he realizes she's not the monster she seems to be and directs her to Lab 8. And after the final battle, he explicitly mentions her as somebody who he intends to be a father figure for. He also ends up being such to Peacock, which also occurs in Beowulf's ending.
Beowulf, after finding out that his legacy was all a lie. Not only does his resolve become stronger than ever before, he swears that he'll fight not on just the people's behalf, but to avenge Grendel as well, regarding him as his partner through his disembodied arm. Made even better when Grendel's spirit manifests through his arm when Marie takes control of him, forgiving Beowulf and challenging him to settle things between them once and for all. Then again, that dialogue may have been intended to get Beowulf to forgive himself, seeing as its implied Grendal knew it wasn't Beowulf's fault to begin with.
Beowulf: Just like old times. You get used and abused, and I stumble my way into the hero role. Grendel...
Grendel: Forget the past. Let us settle this, as WARRIORS!
After the dust settles on the Skullgirl business, Annie decides to give Beowulf his acting gig on her show back. Not as a two-bit villain like before, however; Rather, she's letting him be her new sidekick, in a 100% happy conclusion to the story that smashes the game's usual status quo of bittersweet-at-best endings to boot!
Valentine's line of "Atta girl" when Painwheel defeats her showing a bit of mentor attitude towards her and foreshadowing one of the endings.