Rocket keeping Baby Doll company when the latter is crying during her first night at the asylum/brothel.
Baby Doll telling Sweet Pea that it's her story and creating a distraction for Sweet Pea to escape the asylum.
The dialogue exchanged between the Sweet Pea and the Wiseman/Bus Driver at the end of the film.
The deleted scene (that will thankfully appear in the Extended Cut) where Baby Doll is brought before the High Roller. He reveals that he is not a monster, and would like to treat her like a wife, not a slave. He even offers to free her. Baby Doll is so touched that she offers herself to him freely.
In its own way, the ending of the movie. Throughout the entire film, the girls are victimized and left with no one to protect them. After the lobotomy, we see that this is not necessarily the case. The lobotomist is concerned for Baby Doll's wellbeing, and hopes that she has found peace. Mrs. Gorski discovers Blue's crimes and quickly calls the police, having him arrested and presumably keeping him from ever hurting the girls again. Even the other orderlies become disgusted with Blue, with one of them suggested that they try running the place differently. After so much hardship, there finally are people who care for and defend Baby Doll.