When Wei and Winston are driving over to meet Uncle Po after the attack on the Dogeyes' warehouse, Winston tells Wei that he trusts him and considers him his brother, to the point of asking Wei to take over if anything happened to Winston while he was conversing with Uncle Po, and to care for his mother Mrs. Chu and his fiancee Peggy Li. Luckily for Winston, Uncle Po actually wanted to absolve him of blame for his recent actions, compliment Wei as a foot soldier (though Wei tries to credit Winston with the idea of sparing Siu Wah, Po obviously doesn't buy it) and discuss Winston's upcoming wedding!
Peggy's conversation with Wei, where she bends over backwards to let Wei know that since he's becoming Sun On Yee and is so close to Winston, she intends to treat him as literal family from that day forward which makes her death even more heartbreaking.
Wei telling Jackie about his initiation into the Sun On Yee and Wei's promotion to Red Pole. It's hard to tell which one Jackie's more excited about- fulfilling his childhood dream or having his best friend as his boss. Aaww.
The ending of "Dockyard Heist" where Jackie tells the cops arresting him that he acted alone, allowing Wei to escape; in return, Wei negotiates Jackie's release.
When Wei turns down Vivienne's offer of sex, knowing she was coerced into it. She later vouches for his decency, leading her boyfriend Ricky Wong to leave "Big Smile Lee"'s side.
Over the course of Wei returning the jade statues to Sifu Kwok, the sifu gradually alludes to knowing that Wei's a undercover cop but encouraging him not to forget what's moral as he infiltrates the Sun On Yee.
When you first talk to Sifu Kwok about the statues he says all but one was stolen by a student that fell in with the Triads, when Wei says he's sorry to hear about the theft Kwok says "So was I" in a way that implies he's more upset by the loss of the student than the statues.
On the mission Civil Discord driving to Mrs. Chu's restaurant, Conroy and the rest of the Water Street Gang tell Wei that they trust him and will help him out accepting him as their leader. Shows how much they changed since the beginning of the game (Conroy in particular), when they treated him hostilely and openly made threats towards him.
This is especially notable in Conroy's case. As he goes from suspecting Wei of being a cop for suggesting mercy towards fellow Sun On Yee members early during the game to later expressing his disenchantment with fighting his own triad more than anyone else, around the final few missions.
At the beginning of the Nightmare in North Point DLC, Vincent, a minor member of Wei's crew shows up as a ghost, and says he's upset that none of the Sun on Yee have left offerings for him. At the end of the DLC, Wei is seen putting a bowl of noodles on his gravestone, the food he had been longing for since ending up in Hell.