In Death Comes to Town, when Ricky learns that Marnie is his mother.
The sketch where Bruce adopts a stray businessman, played by Kevin, as a pet. When Bruce realises he can never give his businessman a promotion, he releases him back into the CBD with the wild businessmen. He chokes up and says, "Maybe I'll get a job at your company one day!" and Kevin gives Bruce his tie. Awww!
At the end of the "Videos" sketch with Lex and The King of Empty Promises, Dave and Kevin exchange a soda and a hug. Because in Real Life, they're friends!