Pitiful creature of darkness, what kind of life have you known?
God grant me courage to show you - you are not alone!
Sierra Boggess' Christine cranks it up to eleven: she kisses him, hard, then pulls away, looks him right in the eyes - and goes back for more. There's no way he can deny she's doing it of her own free will after that. You can see Karimloo's Phantom melting into her arms on that second kiss, going from disbelief to pure passion.
"Christine, I love you." Both times.
Christine: Say you love m—
Raoul: You know I do.
The whole rooftop scene is one for Raoul. At this point he doesn't think the Phantom is real, but seeing Christine so utterly broken makes him realize that her fear of him is - "All I Ask of You" is all about how he takes that fear seriously and wants her to feel safe again.
At the end, the Phantom has finally let Christine go, and the mob is descending upon his lair. He plays the monkey musical box and sings a few lines from "Masquerade", before sitting down on his throne, pulling a blanket over him and disappearing forever (or at least until Love Never Dies). A Tear Jerker of an ending that will have everyone feeling for the Phantom, at least a little.
Right after the Point of No Return. The Phantom is no longer playing games, or pretending to be Christine's Angel, or tempting her - he is actually pleading for Christine's affection. The vulnerability of such a powerful character, as well as how crushing his loneliness was, was in itself nearly a Tear Jerker.
Erik: Say you'll share with me one love, one lifetime. Lead me, save me from my solitude. Say you want me with you, here, beside you. Anywhere you go, let me go too! Christine, that's all I ask of -
Meg going looking for Christine after "Think of Me" to congratulate her is simple but sweet, as is the fact that throughout the show she never feels anything but genuine, tender pride towards Christine's success. Of all of the characters in Phantom, Meg retains the most honest, innocent outlook through everything that happens; her first instinct is always to comfort and care for Christine, never of revenge. In several ensemble pieces, when even Raoul is obsessing over outsmarting the Phantom little Meg Giry is the only one who never thinks of anything but Christine's happiness and safety. She's a walking Heartwarming Moment.
... Come to think of this, more or less all of these Heartwarming Moments requires a rejection of LND...
In the movie musical, Madame Giry brushes Meg's hair a little bit as they watch Christine sing "Think of Me", silently assuring her that someday she'll be a star, too.
Let's face it. Even though Erik is sympathetic and we love him, Christine would be 100% justified in hating his guts — after everything he did to her and her loved ones, it'd be a perfectly reasonable and understandable reaction. But... she doesn't. In spite of all he's done, all he's said, she still manages to feel genuine compassion and pity for him.
Depending on the actress playing her Carlotta sometimes shows sympathy to Christine during Notes II when Christine is losing her sanity over the idea of being bait to capture the Phantom, all depending on how the actress delivers the line "She's mad".