If you use your Dragon Shout inside of a village, a few of the guards will come up to you and ask you to stop. A few days later a courier will deliver a letter to you from "a friend:"
"(Name), You caused quite a bit of stir in (place) when you demonstrated the power of your Thu'um. Not everyone is anxious for the return of the Dragonborn. I for one desire to see you grow and develop your talents. Skyrim needs a true hero these days."
Barbas is essentially his conscience, after all, and the aforementioned order came before they were back together.
In the beginning of the quest, Barbas promised that you would be rewarded. In the end, it's implied that Barbas egged Clavicus into giving you the Masque, Clavicus' true Daedric artifact, for all your troubles. It just goes to show how loyal Barbas is.
If you defy Hircine's orders to kill Sinding and instead help him escape, the Lord of the Hunt is a surprisingly good sport about it, congratulating you on overcoming so many worthy hunters and allowing you to keep his stolen ring with his blessing.
Jarl Ulfric's speech to Galmar when you first enter the Palace of the Kings.
Ulfric Stormcloak: I fight for the men I've held in my arms, dying on foreign soil. I fight for their wives and children, whose names I heard whispered in their last breaths. I fight for we few who did come home, only to find our country full of strangers wearing familiar faces. I fight for my people impoverished to pay the debts of an Empire too weak to rule them, yet brands them criminals for wanting to rule themselves! I fight so that all the fighting I've already done hasn't been for nothing. I fight... because I must.
Galmar Stone-Fist: Your words give voice to what we all feel, Ulfric. And that's why you will be High King. But the day words are enough, will be the day when soldiers like us are no longer needed.
Ulfric: I would gladly retire from the world were such a day to dawn.
Towards the end of the Stormcloak questline, Ulfric names the Dragonborn "Stormblade," stating that after all they've done, he considers them one of his own kin. Ulfric naming you his battle brother/sister, regardless of race, is a truly heartwarming moment.
Freeing Kodlak Whitemane from his curse and allowing him to go to Sovngarde. He swears to gather the heroes of Shor's Hall and lead them in raiding Hircine's realm to free the other Harbingers. He also says that he would love for you to join them on that day. Manly Tears, people. Manly Tears.
Best part? When you actually go to Sovngarde, he's there. It worked.
After his funeral, you get a chance to read Kodlak's journal. The old man apparently felt for you an admiration and a trust that are nothing short of touching.
Listen to that incredibly awesome intro involving Nord warriors singing about the Dovahkiin, a hero battling evil who is going to save Skyrim from Alduin. Now realize they are specifically singing about you. The warriors of the harshest land in Tamriel are singing praises and prayers of hope regarding you. Feel those Manly Tears, Dovahkiin.
Related ending spoilers: the heroes of Sovngarde all sing your praises when you literally slay Alduin's physical form, and Tsun, shield-brother of Shor, says that for your deeds your place in Sovngarde is ensured upon your death.
Bonus points if you told Tsun earlier that you're a Nightingale to Nocturnal or even the Listener of the Dark Brotherhood. Tsun will still tell you that you can have Sovngarde as your afterlife regardless of race, which suggests that not even a Daedric Prince or the Dark Brotherhood's esteemed dark patron can stop the Dragonborn from going to Sovngarde in death. It's yet another mix between Awesome and Heartwarming.
Being accepted into the Companions. Farkas advocates your valour and states that he'd guard your back, fight your battles, and sing bar songs in your honour. Kodlak then proclaims that when fighting alongside fellow Companions, your courageous and furious heart would make mountains echo and foes tremble.
Kodlak: Would you raise your shield in his defense?
In the quest "Missing in Action," you are directed to break into the house of the Battle-Born clan in order to learn the whereabouts of a missing member of the Gray-Mane clan. The brother of the missing man suspects that he was sold out to the Imperial Army by their neighbors as part of the feud between the clans. When you find the missive, you learn that instead of being sold out, the Battle-Born clan was trying to use their rapport with the Empire to secure their rival's release.
Taleen-Jei and Keerava in Riften. D'awwww.
Aventus Aretino's actions, in their own twisted way, count as this. He manages to flee the iron grip of Grelod the Kind (a woman so cruel even adults won't cross her), but instead of simply escaping and trying to find somebody to take him in, he goes the extra mile to have Grelod eliminated and free the rest of the children from her tyranny. As payment for the deed, he offers up perhaps the only thing left from his mother: an antique and very valuable family heirloom plate. He even goes back to the orphanage on his own accord to be adopted properly.
Be honest. Who didn't use pick pocketing to sneak that plate back on him?
If you destroy the Dark Brotherhood, guards across Skyrim will openly tell you of their awe and appreciation, and offer to buy you drinks for ridding the world of one of the greatest nightmares they might ever have to face.
Getting married. Have a look around the temple before the ceremony - recognise anyone? Didn't you do a few quests for that lady over there? Aren't those a couple of your guildmates? The game keeps track of your friends, and they're here for you on your special day!
Few things could be more touching for a Stormcloak than seeing Ulfric show up at your wedding after the Civil War is over. The same thing goes for Legionnaires should Elisif or Tullius decide to show up.
In the forests near Riften, you can find a wolf caught in a cage trap. Releasing it causes two trappers to spawn and attack the wolf and you, and the wolf will defend itself. And when the trappers are dead, you can add the encounter to one of a very small handful of times that the normally hostile creature you rescue from a cage or prison doesn't turn on you - the wolf will remain friendly to you and will just watch you as you continue on your way.
Some marriage options lead to unintentionally heartwarming stories when you look at them.
Take Shahvee, who lives in a province filled with people who don't really care for Argonians. She lives on the docks of a city she's not even allowed to enter because of her species, and she's paid pittance to do back breaking labor (and when her boss isn't happy with the work she and the others do, he cuts their food rations). But she keeps being happy and cheerful, and maintains her hopes that the future will be better, even while the town she's in has a serial killer on the loose and she's a potential victim. And then a legendary (and rich) hero like the Dragonborn arrives and marries her, allowing her to be the first Argonian to move into Windhelm (where her people are not allowed) since s/he owns a house there, or even to move into the much more tolerant and cosmopolitan town of Solitude to live in a manor. Or with Hearthfire, move her into a palatial estate larger than the longhouse of the Jarl of that region with two loving adopted children.
Considering the quest you must complete to marry Shahvee gets a CmoH for Zenithar. Shahvee states she prayed to him for a little bit of luck, after which point she lost the amulet... leading the Dragonborn to help her retrieve it and eventually marry her, resulting in the CmoH above.
How about Scouts-Many-Marshes? He lives on the same docks as Shahvee, and has ever since he was a hatchling. When the Dragonborn comes to town, he's attracted to him/her, sure enough...but it's not until he/she makes arrangements to have the Argonian laborers' wages raised that he'll agree to get married. The quality he first praises in his new partner? Kindness.
There's something oddly sweet about being married to Farkas, too. He's a Gentle Giant bruiser who will cheerfully follow you into battle (unless it's with spiders...), but if you marry him, you can have him leave the Companions' guildhall - the only home he has ever known - and settle into one of your houses. Watch him wander around the house; despite him and everyone else in the Companions having told you that he's not very intelligent, you can find him at different moments reading, smithing, or working in the alchemy lab, and (like most if not all of the game's spouses) he becomes a merchant to keep himself occupied when you're not there. One gets the impression that as much as he loved being a Companion, being married to you allows Farkas to finally be himself and not just some dumb muscle.
General Tullius' speech at the end of the Civil War storyline should you choose to side with the Empire, which also counts as his Crowning Moment of Awesome. Also, talking to the man himself can build him up quite warmly. Generally speaking, he's pretty ignorant of Nord culture (despite being, you know, the Imperial governor of Skyrim) and Legate Rikke often ends up a Sarcastic Devotee in correcting his errors and ironing out his frustrations. However, he also reveals that while he doesn't particularly understand the Nords or their customs, he continues to admire them as strongly as he can in the face of all the trouble going on.
He adds that he intends to remain in Skyrim despite his job being finished, because he's come to love this land.
And before that, when Ulfric and his second-in-command are slain, Legate Rikke prays for them with a quiet "Talos guide you" that Tullius pretends not to have heard.
Ever had a fox scamper up to you and look up at you with his sweet, glassy brown eyes? It takes every gaming urge to avoid cleaving his head in with that big mace of yours, like you've been doing with every other living creature for the past few hours...but if you leave him alone and let him scamper away again, you'll be glad you did.
If you adopted a child, you may see that fox again at your home, and have the option of making it your beloved housepet.
Giving the Elder Scroll to the librarian at the college. He's shocked that you would give up something so powerful for nothing. He does pay you, but you don't know that until you hand it to him.
If the Dragonborn sides with the Imperials and Ulfric is slain, then at the end of the main quest his soul can be found in Sovngarde - and after Alduin is defeated, he will greet you with a wide smile and praise you as a hero, even if you aren't human. No greater honor can be offered to any warrior than to receive such praise from his or her enemy.
Likewise, Galmar, who was originally dismayed by your presence when you first talk to him, immediately lightens up on you when Alduin dies, claiming that "eternity is too long to hold a grudge".
Encountering Sheogorath/ The Champion of Cyrodiil in Pelagius the Mad's deceased brain may seem like him just wanting to take a vacation in a madman's head for some "shared crazy." But his last lines about Pelagius after the player has cured him implies he was there for another reason.
Sheogorath: Once the Mad Emperor of Tamriel, now so boringly sane! I always knew he had it in him!
Better yet, Sheogorath will state that Martin was the best Septim the Empire ever had. In other words, the Champion really did care about him. But wait, there's more! He alludes to Martin becoming a dragon-god, implying that they still know each other, and since the Champion is a god too, they might have visited each other. Two old friends and comrades, turned gods, finally reunited forever.
If you go to Solitude Lighthouse at night and enter the lighthouse keeper's home, you will meet a Khajit named Ma'zaka. He'll instantly get up from his chair and will get excited that someone is visiting him. He'll then ask why you are there and very poetically describe his days on the high seas with his saber, lamenting that he's too old to continue doing it. He's completely irrelevant to any of the quests, including the one that takes you there, but just entering his front door makes this elderly Khajit very happy.
One for the devs themselves: Erik the Slayer was named for an Oblivion fan who died during the development of Skyrim.
The quest to get him as a follower has three choices: either sweet talk his father into sparing the coins to buy Erik the armor, threatening the man to do so... or paying out of your own pocket (which incidentally is a bribe choice due to game mechanics). Erik's father will note how such generosity is unheard of and he will make sure to get Erik his armor as soon as possible. It's heartwarming because his father is just barely making ends meet, so he on some level does want Erik to leave the farm - he just literally cannot afford it.
A somewhat minor, and odd, one from a random encounter: being able to give the Old Orc his honorable death.
The end of the Thieves' Guild quest line. What was once shoddy and mean becomes grand and noble. A spirit is laid to rest. Justice is given. Love is confirmed. Plus, everyone goes home rich.
This fan trailer, made up of a combination of the live action trailer and Malufenix's cover of "The Dragonborn Comes" does an incredible job emphasizing what the Dragonborn should be to the people of Skyrim: a hero and a protector against things that mere mortals cannot face. Just watching this video and listening to the music is enough to move one to tears.
The second and third stages of the questline "The Book of Love" both count:
The second part sends you to Markarth, where you need to help Calcelmo and Faleen get together. After Calcelmo gets Faleen's message and runs off to see her, you can follow him. Watching the normally brainy and nerdy wizard fumble his words and the usually gruff housecarl coo and speak very tenderly to him in response is enough to melt anyone's heart. Bonus points in that this all happens in front of the Jarl and his steward, who just sit back and watch the spectacle without interrupting, as if to show their wholehearted approval of their relationship.
If the Jarl and Faleen have relocated because of the civil war, this becomes a Triple Crowner (Funny, Heartwarming, and Awesome) on Calcelmo's part, because he will run all the way from Markarth to Solitude to proclaim his feelings for his true love. Not bad for an academic with a few centuries under his belt!
The third and final part has you tasked to help a long-dead woman find her beloved husband. These two spirits have been lost to each other for centuries, and you enable them to reunite and ascend to Sovngarde where, as the husband says, they can be together forever and that's all that matters.
While the ghost at Old Hroldan Inn's quest is a little sad (and sorted as "misc."), the fact that he's been waiting hundreds or perhaps even thousands of years for 'Hjalti' to make him his brother (by giving him a sword) really tugs at the heartstrings. He's been dead and waiting for eons, and you get to end it for him.
The thing is, the reason Old Hroldan's ghost recognizes you as "Hjalti" instead of a random wanderer, is probably because you both had the souls of dragon. He's a soul, and may only be able to see other souls.
Then there's the recent Wild Mass Guessing on this topic: That the Dovahkiin is Talos (aka Tiber Septim aka HJALTI EARLY-BEARD), reborn to fight the Thalmor and prevent the end of the world by taking human form. The theory is that Hroldan calls you Hjalti because he recognizes you for who your soul really is.
Riften contains the largest amount of Misc Traders (two in town and one Fence in the Thieves' Guild) all centered in one area, and all of them have personal quests that you can do for them. These range from simple things such as gathering materials (Madesi) to finding out about their pasts (Brand-Shei). Since Riften contains the other easy-to-obtain house, most players will likely complete these quests for a non-dragon run. It's very easy to forget that the city has a serious corruption problem when very nearly everyone greets you warmly every time you enter, especially if you finish the Thieves' Guild questline.
Doing the Bard College quests so that the Burning of King Olaf festival can start again. These people are suffering through a civil war turning them against their neighbors, they've lost family members to the conflict, they know that their city is the rebels' final target, and now there's dragons swooping around. But, for one night (or even a week, if you pass some Speech checks) they can try to forget all that and focus on having fun, eating sweets, sipping spiced wine, and torching the effigy of a hated monarch. Plus, consider the poem that brings it about: seeing that technically the Player Character is exactly that as well, who's to say that Olaf wasn't a dragon who took human form?
The lights and feasting and merry-making, coupled with how excited the people of Solitude get for it, make it seem very much like Christmas. And the game came out in November, so in a very real way, it feels like you're saving Skyrim Christmas.
A small one, but one preset line you hear in Whiterun:
Amren: Sometimes I miss the soldier's life, but when I hold my daughter in my arms, I know I've made the right choice.
The end of the White Phial questline. Quintus Navale, the assistant to Windhelm's cantankerous alchemist Nurelion, enlists the Dragonborn's aid to repair the White Phial. Nurelion has spent his life searching for this artifact, and it's found broken, and Quintus wants to repair it before Nurelion passes on so his lifelong dream won't have been for nothing. With your help, Quintus succeeds, and he presents the repaired White Phial to Nurelion just before his master dies. Nurelion's last words let you know he died content.
Helping Brunwulf Free-Winter become Jarl of Windhelm. He's definitely a contender for being the least horrible person in Skyrim, and he's actually actively working toward making Windhelm better for the dark elves, and only won't let the Argonians in because he fears for their safety.
He also allows Stormcloak Jarls from other holds take refuge in his palace.
When speaking with Paarthurnax about the time break atop the Throat of the World, he will mention that once your receive the vision, you will see the old Nord heroes - except he calls them wuth fahdonne, his "old friends". Think about his use of that specific word. A dragon, an ancient dovah, had mortal friends. They were not simply pupils or allies; Gormlaith, Hakon, and Felldir were Paarthurnax's friends. Something about that is so incredibly moving. And not only that, Paarthurnax has not seen them in thousands of years, but they live on on Sovngarde.
His friends were the first to use Dragonrend, a Thu'um created entirely by humans using the dragon's tongue. Paarthurnax is the leader of the Greybeards, and possibly the source of the words needed to create Dragonrend. Paarthurnax gave these three mortals a means of which to kill him, trusting them to never use it against him. It's little wonder why Paarthurnax considers them friends.
This can easily cross over into Tear Jerker territory, though, when you consider the implications of Paarthurnax being a dragon. He hasn't seen Hakon, Felldir or Gormlaith in many years, and he never will again. At all. Period. Full stop. There is no chance whatsoever of him ever being reunited with them. Then again, considering that the Dragonborn has the soul of a Dragon and can go to Sovngarde upon his or her death, maybe there's hope.
The only thing keeping other dragons out of Sovngarde was Alduin. Paarthurnax is now more than capable to stopping by to pay a visit, assuming Shor doesn't object.
Really, lots of stuff that Paarthurnax says. When you first meet him, its not obvious, but he is extremely happy to meet one of his own, even if you are Dovahkiin. He demands that you observe the formalities of the first meeting between two dovah, and is overjoyed when you strike him with your Thu'um, saying that it has been far too long since he has spoken with one of his kin. You just spat fire in his face, likely spattering him with blood because of the way the game handles damage, but he doesn't care because he's just happy to be speaking to someone who can answer back as a true dragon.
After helping out various elderly ladies in Skyrim, it's hard not to experience warm fuzzies and happy tears when they greet you by saying, "I hope your parents are proud of you, they have a lot of reason to be."
Tsun:The Nords may have forgotten their forefathers' respect for the Clever Craft, but your comrades throng this hall. Here in Shor's house we honor it still.
In Solitude, when first encountering the child Svari, she is naturally devastated that her beloved uncle has just been executed as a traitor, and she's considering not talking to anyone anymore. The Dragonborn replies that it would be a shame if she does, since she won't get to hear about the Dragon. Curious, Svari asks what you mean, leading you to explain how you were at Helgen when the Dragon attacked. Her eyes light up with wonder and she excitedly runs off to tell her friends that Dragons are real. The Dragonborn may fight monsters for a living, but taking a few minutes to stop and cheer up a crying child, that makes them a damn hero!
Furthermore, in the mind of a child, Dragons are merely monsters that the heroes fight in a story. By telling her that Dragons are real and that you survived Helgen, you've also confirmed that heroes are real too.
After you've done Svari a favor by talking to her mother, next time you bump into her one of her greeting dialogues is:
Svari:You're the best! Can you be my mother/father?
Cicero's absolute loyalty to the Night Mother is acknowledged by her as the very first thing she says to the Dragonborn. He may not be worthy of the role of Listener, but she damn well appreciates everything he's done for her.
The entire Thieves' Guild questline, particularly your interaction with Karliah. Not only do you vindicate her by finding the proof that she was framed for Gallus' murder by Mercer Frey, but when you return to the Ragged Flagon with her, you standing steadfast by her side even while your fellow guild members are drawing weapons against both of you. You then restore the Nightingales, complete the impossible heist that Gallus had planned all those years earlier, avenge his murder, before reopening the Ebonmere and returning luck to the Guild. Finally, your actions have allowed Karliah to have a proper and heartfelt farewell with Gallus, before his spirit passes on to The Evergloam, becoming one with the shadows. Her voice is noticably choked up when she admits she cannot express how much she appreciates all you've done for her, and it's clear from her tone that beyond being members of the same Guild and Nightingales, she does consider you a true brother/sister.
A meta-example. One of the more popular mods is one that send all non-essential NPCs running inside whenever there is a Dragon or Vampire attack, so you don't have to worry about anyone other than guards (whose job it is to fight monsters) from being killed in the ensuing crossfire.
During the Dragonborn's time in Cidna Mine, one of the NPCs may ask them if they have family; one of the availiable responses is this:
It's small, and somewhat lessened by the fact that he's rotting in Blackreach, but seeing that Sinderion's research is slowly bringing Nirnroot back from the brink of extinction is quite heartwarming, especially when you consider that the player character in the previous TES game was instrumental in bringing this about.
The Dragonborn's entire adventure is really a gigantic Heartwarming Moment in its own way. Think about it from the Dragonborn's perspective. You have no home, no family, and only a few septims to your name. The only shelter you get is bedrolls you find in the wild or maybe a cheap room at the inn for one night. Nevertheless, your actions slowly start getting noticed and your fame starts to grow. One day, you get an invitation from a Jarl, giving you an opportunity to buy a home of your own. It turns out that all you ended up buying was a bare patch of land. But do you get upset? Do you spit in the Jarl's face for ripping you off? Nope! You pull up your sleeves and start building your own house! At first it's nothing impressive, just four walls and a roof. But as the days go by and you go on various adventures, making new friends, you slowly start making new additions to your home. Finally, everything's over. You have the most beautiful house in all of Skyrim that you built with your own two hands. You've saved the world more times than you can count and ended a war. There are no more adventures to take. You've defeated Miraak and spit in the faces of the Daedric Princes. Then a tall man in black armor confronts you and says you are the only challenge left for him. You face him and kill him, but then realize you are following the same path as he is. But you have something he doesn't, a family. You don't have to follow in the footsteps of the other Dragonborn and become a warlord or an emperor or even a god. You return home to your spouse, your two beautiful children, your best friend-turned Steward, your loyal housecarl, your faithful dog, and your bard. You put away your armor and your weapons, and live the rest of your life in peace. The only action you ever see is the occasional bandit or dragon, and you raise your sword again to defend yourchildren and your spouse. Amren said it best.
"Sometimes I miss the soldier's life, but when I hold my daughter in my arms, I know I made the right choice".
When you enter the Hall of Valor in Sovngarde, there are several unnamed heroes who use the same dialogue. However, one of them, and only one, will have this to say:
Hail, Dragonborn. That honor is also mine! To our shared birthright you'll bring new glory!
The truly heartwarming part is the fact that the hero saying this is a woman. Meaning not only are there likely several Dragonborn who are not recorded in history, but also that canonically, there has been at least one female Dragonborn.
In the quest "The Book of Love", one of your tasks to spread the love of Mara in Skyrim is to solve a love triangle in Ivarstead. Fastred wants to run away with Bassianus, but her father doesn't approve of her leaving home. However, he's known that Klimmek, a local fisherman, has held feelings for her but believes that she has no interest in him, and decides that he would make a better match for her. You can talk to Klimmek and give him courage to speak to Fastred, which results in this adorable little exchange when he finds her.
Klimmek: Fastred, I have something to say to you.
Fastred: Klimmek? What is it?
Klimmek: I don't want you to leave Ivarstead.
Fastred: Why not?
Klimmek: Because... I would miss you.
Fastred: But I thought you only cared about your fishing!
Klimmek: What good are fish if you have to eat them alone?
Fastred: Oh, Klimmek...
Hearthfire allows you to adopt orphans roaming around the major cities, or even grab a couple from Honorhall Orphanage right under Grelod the Kind's nose (assuming you haven't already killed her). The absolute joy in your new children's voices when you tell them they now have a home is incredible. Heck, you can even give them allowances and gifts and play games with them! It's like the creators are defying you not to feel warm and fuzzy!
Even better, your children might adopt your canine companions as pets. Hated always having to send Meeko back to that shack? Not anymore. Now he can live with you and protect your children.
Go out questing for a bit, then come home and find your adopted child. How they will respond at the sight of you varies a bit, but hearing them cry out "Mama!" or "Papa!" in utter delight can't help but make you feel at least a little gooey.
There is an option to ask them what they would like as a gift. Just try not to put the fate of the world on hold to go running about trying to find a doll or clothes for your kid (especially if the local town's misc merchant doesn't have one).
While I was building my house, Lydia commented that she would like to become steward. I agreed. I couldn't think of anyone more deserving of that kind of retirement: still serving her Thane, but now watching over my family and property. My most loyal and reliable follower, the ideal steward, and she earned it.
An additional moment for Lydia, via Hearthfire: She still starts off with the usual snarkiness about bearing your burdens, but as time passes she'll drop it and become more enthusiastic and less sarcastic.
In Dawnguard, you are partnered with the very personable vampire Serana. You can't marry her, due to well-explained reasons. However, everyone she was close to (which was chiefly her mother, although her father was rather good to her still before diving off the deep-end) used her for their own ends. If you let her be your Follower during the whole series, take your time to talk to her and be supportive and nice to her, she genuinely seems to care for you greatly. Bonus points? You can get her mother to admit she was wrong, and you can bring her mother back to Tamriel which is a better place and where it's easier for Serana to visit after beating Harkon. Meanwhile, it feels great to have her defend you, a 'pathetic' mortal, when you and she confront her father.
Encouraging Serana to cure herself of her vampirism.
Serana asks you about your family, and how you feel about them. One of the possible options is "I absolutely love them. I can't wait to see them again!" Serena then tells you that you're a good son/daughter.
Serana can also ask you if there is anyone who is special to you. If your character is married, you have the option to reply "Well, there's my husband/wife," and tell her how important that person is to you.
Another for Dawnguard: If you side with the vampires, you have the option to turn your spouse into a vampire. He/she is thankful that you can now be together for eternity.
In Dragonborn, when delivering Glover's letter to his daughter, Sapphire, her gratitude is so great that she gives you her good luck charm, an exquisite Sapphire worth ten times the value of a flawless gem and says that you deserve it far more than she does.
In Dragonborn, there is an elderly scholar visiting and learning about the Skaal, one Tharstan. He is basically the most adorable old man ever, and traversing a dungeon with him in his quest is both warm-n-fuzzy and surprisingly low-stress, as he's essential and you will never have to worry about him dying!
In one occasion in said dungeon, Tharstan ran ahead, turned a corner, then ran back with a horde of draugr in close pursuit.
In Dragonborn, bringing Raven Rock back from the brink of economic collapse by reopening the ebony mine. All of the residents, from the drunken laid off miner to the leader of the settlement, thank you profusely for saving their home.
The quest "Unseen Visions" in Dawnguard. After a few hours' worth of zombie-stabbing, soul-stealing, neck-biting, and general violence, Serana and the Dragonborn go to a beautiful secluded forest, make lighthearted comments, exchange fond conversation, and play with moths. Serana's dialogue in particular is really very happy and heartwarming, especially after seeing the emotional distress she shows in the previous quest. Of course, vampires/Dawnguard show up in the end and you have to stab/shoot/incinerate them, but it's nice while it lasts.
Saving Raven Rock from economic collapse has already been mentioned, but it deserves elaboration. When you first show up, the town is incredibly low on funds, to the point where they can just barely afford basic supplies, and even that doesn't last long once the supply company suddenly double their prices. However, if you happen to wander into the long-since-closed Ebony Mine, you can pick up a quest to delve to the bottom of the mine. If you do so, you'll find not only a colossal Nordic ruin, but also more ebony. Once you finish the quest, the mine will be reopened, and Raven Rock will finally start making money again. The local beggar even gets himself a job! But wait, it gets better! You can also head outside town to an abandoned farm, where you can save the local guard captain's life, and find out that Raven Rock has been suffering attacks from Ash Spawn (zombie-like creatures made of ash). You can discover where they're coming from and go stop them, thus saving Raven Rock once again. Once both of these have been done, almost everyone in Raven Rock will tell you of their eternal gratitude as you walk by, up to and including Councilor Morvayn himself.
In Dragonborn, the Dunmer Revus Sarvani living out in the middle of nowhere with his now-elderly Silt Strider Dusty, whom he raised from a larva. Since she's no longer fit for travel, he's attempted to just set her free, but she insists on staying. So he decides to just hang around with her and see that she passes away peacefully, eking out a living trading odds and ends with passersby. "It's the least I can do for her."
One for Hearthfire. If the Dovahkiin purchases a homestead and has their family move there, Rochelle the Red might kidnap your spouse for ransom. However, due to a bug, you might not actually be able pay the ransom because Rochelle and her bandits will attack you on sight. Cue a Big Damn Heroes moment as the Dragonborn cuts down everyone between them and their spouse. Do notfuck withthe Dragonborn'sfamily.
Even better, it's possible to arrive home before Rochelle gets to kidnap them, allowing you to team up with your spouse, steward, and housecarl.
And what does the housecarl guarding the manor tell her? Something along the line of "You shall not enter unless I'm dead."
The main questline of Dragonborn ends on a rather dark note, with Hermaeus Mora declaring you his new Champion, whether you like it or not, and Miraak using his last words to say you will end up betrayed just like him eventually. With such a fate, the Dragonborn most likely is depressed, or at least worried about his/her future. Then, as he goes to the Skaal to announce to Frea that her father's death was not in vain, she thanks you for your help, and gives a last piece of advice that can actually cheer you up:
Frea: As shaman of the Skaal, I am charged with the spiritual well-being of my people. While you are not of the Skaal, you are Skaal-friend, and so I give you this warning. Herma-Mora forced you to serve him in order to defeat Miraak. Do not let him lure you further down that path. The All-Maker made you Dragonborn for a higher purpose. Do not forget that. Walk with the All-Maker, Skaal-friend.
Durnehviir in Dawnguard teaches you how to summon here, telling you he'd like to return to Tamriel and fly her skies again, but he's been trapped in the Soul Cairn for so long he cannot leave it permanently, so you can call his name to summon him for aid temporarily. Instead, try summoning him when there's no hostiles around — he lifts off and flies through the air roaring, happy to be home if just for a little while. And every time you summon him, even in the heat of battle, the first thing he says when he appears is expressing gratitude at being called so he can see Tamriel again.