Any of the surrogate father relationships he shares with his (typically young and female) sidekicks can be this, but the topper probably goes to adopting his troubled Opposite-Sex CloneX-23 as his legal daughter.
His friendship with Nightcrawler is truly amazing. Kurt is one of the very few people he has said a genuine "I love you" to. Kurt's death proves that if you really want to give him the Wound That Will Not Heal, you kill the Elf. When you kill him you injure his soul.
He is always present for the funeral of a friend or acquaintance. Doesn't matter if they have healing factors, or if they come back to life more than once; if they die, he goes to the funeral.