Wolverine and Rogue. Every time they interact is one heart-warmer after another. But the best, by far, would have to be when he comforts her on the train.
Well, possibly not when she wakes him up from a nightmare and he stabs her with his claws and they almost kill each other. But it leads to the bit on the bus, which is heart-warming.
The fact that he stabbed himself to free himself in order to save her is worth mentioning. Because of his super hearing her crying for help is what set him off in the movies equivilant to his Berserker Rage.
Cyclops telling the professor how much of a father he is to him after Mystique poisoned him via Cerebro: "You've taught me everything I know that's worth knowing... If anything should happen... I'll take good care of them."
After seeing Jean using Cerebro - which, as was earlier made clear, is dangerous to her due to her lack of training - Cyclops runs as fast as he can to the chamber only for the doors to slam shut in his face. When they reopen, she's on the floor, barely conscious, and Scott is almost crying with worry.
Another Scott and Jean one: After Magneto has used his powers to pin them to a wall, his visor lost and his face facing hers, she tells him to open his eyes as part of a plan to escape - to which he replies: "No, I don't want to hurt you." And he refuses to open them until she gives him a single, heartfelt "Trust me."