I held hands with her all the time, for instance. That doesn't sound like much, I realize, but she was terrific to hold hands with. Most girls, if you hold hands with them, their goddam hand dies on you, or else they think they have to keep moving their hands all the time, as if they were afraid they'd bore you or something. Jane was different. We'd get into a goddam movie or something, and right away we'd start holding hands, and we wouldn't quit till the movie was over. And without changing the position or making a deal out of it. You never even worried, with Jane, whether your hand was sweaty or not. All you knew was, you were happy. You really were.
D. K. Broster's The Wounded Name contains a lot of hand holding between the two main heroes, usually for emotional comfort. It's used to show the development of their deep friendship and eventually becomes a normal thing for them.
P. G. Wodehouse's Psmith uses the phrase "hand in hand" a lot when referring to his friendship with Mike.
Monstrous Regiment - Tonker and Lofty do this so intensely that anyone around them feels like an intruder.
They always held hands, when they thought they were alone. But it seemed to Polly that they didn’t hold hands like people who were, well, friends. They held hands tightly, as someone who has slipped over a cliff would hold hands with a rescuer, fearing that to let go would be to fall away.
In Sherlock Holmes story "The Adventure of the Speckled Band", there was a moment when Sherlock was frightened and latched onto Watson.
Watson: Holmes was for the moment as startled as I. His hand closed like a vice upon my wrist in his agitation.
The titular Artemis Fowl and Holly needed to hold hands when they were preparing to time travel. Bonus points for only wearing their underwear, much to their chagrin. Their warlock friend N°1 teases them with pronouncing them "man and elf".
In A Brother's Price, the first indication of Trini warming to Jerin is when she takes his hand.
Bertram and his father start off Dinoverse friendly, but Bertram's dad is absent-minded and often working. The end of the book has the dad swear he'll try and do better, and the two walk off hand-in-hand like when Bertram was a lot younger.
In At All Costs, Thomas Theisman holds Eloise Pritchart's hand when she's faced with the awful decision to launch Operation Beatrice, which resulted in the First Battle of Manticore. In this case — particularly since neither of them are shown to touch others casually — it's used to underscore just how close the two characters have become.note Though the possibility still exists for the relationship to turn romantic, no hint that it will has yet appeared.
In Outlander Leander, Leander and Valli hold hands when Leander stays the night with him. Before that, Leander offers to let Valli rest his head on his shoulder, and they're shown having more physical contact as they get closer.
Towards the end of Good Omens, right before the final battle, we have this scene: