When the Earl raids the Lodbrok farm, the Lodbrok family grabs daggers and axes and swords. Athelstan grabs his bible; his weapon is the Word of God. The heartwarming continues when Lagertha nonetheless hands him an axe despite being a slave.
Bjorn refusing to leave his father alone to Haraldson's warriors. And Ragnar's insistence that he leave with his mother and sister and get to safety.
The Lodbrok family arrive at Floki's home and Bjorn says his father is dying. Immediately all the silliness goes out of him and focuses 100 percent on treating Ragnar's injuries.
There's also this conversation from the same instance;
Floki: You are alive. Ragnar is alive. Your children are alive. You have everything left.
Lagertha: We're eating your winter supplies, Floki. I am ashamed...
Floki: *shakes head* The gods will provide.
Haraldson saved two locks of hair from his sons' heads and kept them as a keepsake since their deaths. He later gives them to his wife. Even Evil Has Loved Ones indeed.
Athelstan asks questions about the Norse religion like a fascinated schoolboy. Despite being a priest he doesn't look down on the vikings for their paganism and instead shows them respect.
Athelstan jumping into a river and saving Ragnar's life. And later, praying over his body.
"Mary, Mother of God, listen to me... Do not let this man die..."
The moment between Ragnar and Lagertha when the latter tells him that she's pregnant.
Ragnar: I know you're a boy. The Seer told me. By all the gods, my son, you've made me a happy man.
Lagertha taking Siggy and her daughter under her protection when she asks to serve her, and then telling her she will never treat her as a servant. This is the wife of the man who nearly killed her whole family, by the way.
When Tostig is felled from behind (after killing several Saxons at once, to reiterate), Ragnar rushes from one end of the battlefield to the other to help him and kill the Saxon coward who struck him in the back. After dispatching him, Ragnar kneels beside Tostig; Travis Fimmel's look of sheer distraught is heartwrenching enough on its own, and shows the sheer depth of the friendship between the two characters. Tostig's contented smile that he will finally enter Valhalla is the only thing that lifts some of the pain of his passing from Ragnar. And it is also a great performance by his actor, as well. All in all, it's a beautiful scene.
Leif helping Athelstan up in episode eight. Also the resulting exchange, it shows how far the Vikings have come to accept him as a fellow.
Leif: Surely you're not tired, Athelstan? On this great journey you've begun and must finish. *helps him up*
Athelstan: Leif, if you let me go... I'll fall down again.
Leif: No... You won't. The gods shall hold you up.
Leif lets go of him, and despite being stoned the fuck out of his mind, he does remain standing. Leif's belief once again reiterates the respect he has for Athelstan. It makes his later volunteering for the sacrifice all the more emotional.
Similarly, in Burial of the Dead, Athelstan is being his curious self. Floki will have none of it, of course, but rather than mocking him as has happened before, Floki chides Athelstan and hands him dinner.
"Just eat your soup, priest."
Ragnar denying Aslaug's advances for the sake of his son.
When Gyda and Athelstan are ill, Gyda asks her mother to make a sacrifice for Athelstan. He survives. She doesn't.