Combined with Tear Jerker, of course, but some of the supportive messages the other Stars give Riou after Nanami is shot are easily this. Especially ones like the normally tsundere Lo Wen, who offers to hang with him if he needs it.
At the end of the game you will get unique dialogue depending on who is in your party and where they are placed. If you choose to try and find Joey the last one before the castle collapses is to basically tell you not to throw your life away, before dragging you out to safety.
Near the end of the game, you can choose to run away from the war. Several of your party members catch wind of this and will actually aid you in your escape.
The Greenhill citizens and Muse soldiers defending Teresa so she can escape
Teresa: I beg of you... I... I don't want to be responsible for more trouble.
Nina: Trouble...? Trouble?! Trouble to who!? *Greenhill citizens and Muse soldiers approach*
Greenhill Citizen: What are you talking about? You know that we believe in you... Never forget that!
Teresa: I understand... And I promise... I will return to Greenhill... I will once again walk these streets... I will once again breathe this air... And my lips will once again call this town's name! Wait for me... I shall return!
Teresa: Citizens... I promise... I promise... I will return!!
The story of Alex and Hilda, your item store and inn manager. When you first met Alex, being a treasure-hunting junkie in spite of Hilda's worry, he drags you to explore a Sindar Ruins to find a treasure, which he thought to be tons of golds, but turns out just to be a measly healing herb, which he tossed away. When he got back home, Hilda was down with heavy fever and there's no doctor to save her. You bring back the healing herb, and turns out it's the exact cure to save Hilda, and the look of happiness that Alex had, moreso than his excitement of finding a treasure, just sells it.
And then, later on, they join you. Way later, there's a treasure hunter named Killey looking for Alex and roughly asks what kind of treasure he found in the Sindar Ruins, failure to comply will result death. Just as Hilda and their son cover for him, Alex then stood his ground and proudly declared that the treasure he found is right in front of Killey: Not any fancy treasure, but his family. Killey immediately relents and leaves, and remarks that Alex has a good family.
You can invoke one yourself when naming your company in the game, by naming it Unicorn Company in honor of the Unicorn Brigade, that was slaughtered by Luca Blight and Captain Rowd's treachery. It won't be remarked upon in game but it's a good way of honoring their memory.