After spending most of the short being ignored, Gromit fetches Wallace's slippers to which his master replies: "Thank you old friend, many thanks indeed."
A Close Shave
The ending; "I couldn't pass by without saying thank you."
Wallace rebuilding Preston after all he'd done. True, the result was a rather pitiful husk of himself, but he did try to bring back the good dog Wendolene loved before. She even gives him a loving pat as they leave.
Gromit ignoring his masters orders to "Go for him! (Shaun)".
Wallace and the sheep showing their Undying Loyalty by plotting Gromit's elaborate escape out of prison.
Wallace and Gromit: The Curse of the Were-Rabbit
The opening sequence, with Gromit growing up from puppy to the dog we know and love.
Near the ending, Gromit has just saved the Were-Rabbit (Wallace) from getting shot. The two exchange a high-five, which results in Gromit letting go of the rope to which he was holding and plummeting toward the ground. The Were-Rabbit leaps to catch him, cradling the dog against its chest as it falls.
A Matter of Loaf and Death
After the breakup between Wallace and Piella, Gromit does his best to cheer Wallace up even though the whole incident has muddied their friendship. Leads to Mood Whiplash when he brings up being called a fruitcake and asks for reassurance that he isn't. Gromit just pats him on the shoulder, simultaneously getting off some snark and being nice to his friend.