Dammit, Janet. Brad's devotion towards Janet is quite sweet...Too bad things take a downhill turn from there.
Another is when Brad stands up to Frank just before they are turned to stone, defending Janet even after all her betrayal. Many Janets performing live will react to this Heartwarming Moment even though no such reaction is onscreen.
Rocky crying after Frank dies. He had treated Rocky like a sex toy during most of the movie, yet seeing Rocky that sad...
In the stage show, Columbia dies from jumping into the first laser shot to protect Frank, even after the crap he had done to her.
Frank's reaction to it is pretty heartwarming since he is genuinely shocked that she'd sacrifice herself for him. Sure, his reaction afterwards is pretty Jerkass, but you can tell part of him didn't want her to die.