On John's birthday, Derek takes him to the park, where two children are playing baseball and as they do so, John notices that one of the boys is wearing a t-shirt with 'REESE' on the back. John immediately realises that Derek's taken him to see his father for the first time, and that Derek has always known John was Kyle's son.
Derek: Every time I look at you, I see him.
In "Vick's Chip," Derek and John have this exchange over Cameron's loyalty, and John proves his own loyalty to her.
Derek: One of these things is going to kill you. John: Not this one.
And immediately afterward, after John puts her chip back into her head, he stops to affectionately stroke her hair until she reboots. It's a very small thing, but those few seconds where he touches her hair set up so much of what happens later on in the second season.
In the opening of the second season, John proves his loyalty to her again, when the others are about to burn Cameron's deactivated body. John leans over her, puts her processor chip in her hands, and is about to light the flare... and then grabs the chip and reinserts it. The others don't trust Cameron, but dammit, John does, and that's why he's the leader of humanity in the future.
And then he makes her prove her loyalty by handing her a loaded gun and asking her to promise not to kill him. She then overrides the termination order, thus going against her own programming, just because she doesn't want to kill John.
In "Self Made Man", Cameron makes a friend in the form of Eric, a wheelchair-bound cancer survivor student assistant at the nearby university library. She brings him donuts. When he can't make it up the stairs in his wheelchair, she carries him upstairs. She even lets him fire her gun! The entire episode is pretty much a Crowning Moment of Awwwwww.
Up until Cameron tells him he still has the cancer that he thought he had been cured of. Eric flips out, telling her that you just don't tell people things like that, and just flat out rips into Cameron over how weird she is. Later when Cameron returns to the library, she's greeted by another student and it's heavily implied that Eric committed suicide in the intervening period.
In ''The Good Wound", Sarah has been badly injured and hallucinates about Kyle Reese during the episode. Throughout the episode, Kyle guides and helps Sarah, always by her side, acting as her conscience. When Sarah is reluctant to give her gun to the doctor treating her, Kyle desperately insists that Sarah do so, and that this isn't the time to be tough, because she could die. In the end, Sarah hands over her gun, even though we find out that she already knew that he was just a figment of her imagination. Then, as she prepares for the surgery, Kyle tells her:
Kyle: Don't worry, Sarah. I'm here. I'm watching.
In "Ourselves Alone," Cameron and John have a touching moment where he repairs damage to her left arm's hand controls, including one moment where she closes her hand around his. Then, at the end of the episode, Cameron makes John a gift: the kill-switch for a bomb the planted in her own head. When he asks what Future John would do, she tells him: "Future John doesn't live here. You do."
At the end of "Today Is the Day Part 2," John confronts Jesse, and she asks him if her Batman Gambit involving making Cameron kill Riley would have worked at separating John and Cameron, if he'd believed she'd actually done it. His response? "No."
While a lot of "Born to Run" will make you very sad, one bit at the very end inspires happy tears. After finding out that Cameron's chip has been taken, John takes only the briefest moment to decide to go after her. Derek and Sarah might think of her as Just a Machine, and even John might call her soulless or emotionless at times, but damn it, he does care about Cameron, and he's willing to risk his life to help her if she's in trouble.
Mr Ferguson is ill Today has Cameron and Derek track John to Mexico, where he's run off with Riley. When Cameron sees the police station she freaks out a little and becomes hell bent on finding him, blurring the line between robot and human.