The scene where Ray sings "Little Deuce Coupe" as a lullaby to Rachel. From that moment on, you can tell how much closer they are.
When Ray comes back after killing Ogilvy, and Rachel goes over to him and sits on his lap, and they fall asleep together.
Also, Ray's reaction upon realizing what he has to do. He slowly comes out of the basement, stares at Rachel for a moment, then rushes over to her and hugs her tight. Tom Cruise's acting is amazing in that moment.
Ray and Rachel's reunion in the tripod basket. She's traumatized and doesn't even register that he's there. Ray just keeps repeating her name over and over, hoping to snap her out of it. Slowly, she starts to look at him as he keeps saying her name. And then she smiles in recognition and whispers, "Dad?"