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.