From the October trailer, the Avengers finding time to hang out as buddies, having some drinks and joking with each other. Rhodey and Agent Hill are there as well, showing that the Avengers don't neglect their other friends. With all the chaos and conflict in their lives, seeing them having a casual gathering (and not being too exhausted to move, like last timethey hung out) is amazing. A shame that Ultron had to kill the moment.
The Maximoff twins are quite endearing as a pair, even when they're villains. They do look out for each other, no matter which side they're on. Their very first scene is of them holding hands, and while Wanda is usually the one speaking for the two of them, Pietro always supports her, even if it's just through body language. Even while Wanda is crying out against Ultron, after trying to upload himself into the Vision allows her to read his mind, Pietro is hugging and trying to comfort her.
Bruce and Natasha are more open with each other then anyone else in the film, and the two seem genuinely happy whenever they're together. It just makes Hulk deciding to go off on his own at the end more heartbreaking.
In The Avengers (2012), Natasha was terrified of prospect of being in even the same room as Banner/Hulk that Banner acting like he was beginning to rage out had her in a panic attack. Later when she's assaulted by the Hulk she ends up a shaking, terrified mess huddled in a corner. In this movie she's the only one the Hulk will act positively toward and the only one who can calm him. Imagine having a deep fear of an animal like a tiger or bear and later on learning to handle that animal and be it's trainer. Natasha conquers her fear of the Hulk and Bruce AND the Hulk learn to trust her.
Even though it's a Chitauri weapon, and by all rights, Thor is the one who should take the scepter, he gives the duty of retrieving it from Strucker to Steve and Tony, choosing to evac a wounded Clint. It just goes to show how much Thor trusts his teammates. Not bad for people who he saw as "petty... and tiny."
Even though the film utterly sinks the Clint/Natasha ship, their relationship is still by far the most affectionate and close-knit of all the characters: openly referring to each other as "my best friend," comforting each other when wounded, even Clint's kids calling Natasha "Auntie Nat". He and his wife had plans to name their next kid after her. The only reason they didn't is because said kid turned out to be a boy, though they do name him Nathaniel, a male variation of Natasha.
When he breaches the HYDRA fortress, Tony unleashes a barrage of the anti-personnel ammo he carries on the shoulders. But unlike in the first Iron Man movie where he mercilessly headshot a bunch of Ten Rings terrorists with it, here he only wounded to incapacitate the HYDRA soldiers, so they can be captured and properly tried for their crimes. Nice to see that he keeps developing it being a better human being.
The Avengers and SHIELD going so far out of their way to save as many civilians as possible throughout the movie. They even acknowledge they are willing to die if they can't save them all. Quicksilver actually does. After Man of Steel and its ridiculously high civilian kill count, it's refreshing to see superheroes actually trying to save lives and succeeding.
A very small moment towards the beginning; when the Avengers are on the jet after the battle, Thor goes over to Loki's staff and touches it almost fondly. It may be a weapon of destruction, but it was once wielded by his brother and is a connection to him all the same.
And the fact that in Thor's vision, Heimdall calls him not just Odin's son, but Odin's first son. No matter what happened between them, as far as Thor and Asgard are concerned, Loki is still part of the family.
Steve's Nice Guy status is further cemented with his sympathy for the twins despite their still being adversaries at this point.
When the Avengers throw a party it is, in the tradition of Hollywood parties, full of attractive extras in snappy outfits... and also a bunch of old, old men wearing their Second World War medals. Because Steve has friends too, and he hasn't forgotten them.
Made even better by Thor happily drinking with them and telling stories: he's a viking, after all — he loves listening to old war stories.
Not only that, Steve can't get drunk off regular alcohol. He and Thor are passing that Asgardian mead back and forth; Thor's happy that he has a worthy drinking partner, Steve's happy he can finally get a buzz. It's a great Friendship Moment.
The men are all Normandy veterans, and proud of what they did, despite all the blood and horror on the beaches. They're also still youthful in heart, which makes one of them decide to take a tiny sip of the terrifyingly strong Asgardian mead Thor brought in.
The fact they're still alive probably means they were teenagers when they enlisted, and would've looked up to Captain America much like the Real Life young patriots his comic title was originally marketed to. Now, they're partying with the hero they'd thought lost for 70 years.
Also, the fact that Stan Lees cameo falls here, playing a vet. He really did serve in World War II.
The party scene in general. The Avengers have friendly banter out on the field, but just seeing them hang out and have fun, and bring all of their friends to join them, is really sweet. When the party dies down and it's just the team, still drinking away and playing party games, it goes up to 11. The film could have been the opening action scene, and then just a real-time depiction of the party and it would still be great.
The 'my girlfriend is better than yours' argument between Stark and Thor is pretty heartwarming; they both just look so damn proud of what their girlfriends have achieved.
Considering how Stark and Thor are both of the The Pornomancer variety (out- and in-universe), it is utterly refreshing to have two alpha men measuring their worth not by their own achievements (which are nonetheless considerable), but by how badass their partners are. With neither of them working in a "traditional" feminine field, to boot: CEO of a multinational corporation and (physics) Nobel prize contender.
Steve turning the tables on Nat and encouraging Banner to pursue a relationship with her. He's genuinely happy at the idea of Natasha falling in love, albeit wistfully so, and tells Banner they deserve to be happy.
Steve: As maybe the world's foremost authority on waiting too long... don't. You both deserve a win.
While the team are in South Africa fighting Ultron and the twins, Bruce realizes that something's up and asks them if it's a code green, i.e. if he needs to turn into the Hulk and help them. Bruce hates it whenever he needs to become the Hulk... but he won't hesitate to do it at a moment's notice in order to save his friends.
During the entire Hulk vs. Hulkbuster fight, Tony is constantly trying to protect civilians and talk down Banner, even as he's trying to tear him apart.
He never stops talking to Bruce like he's a person, calling him by his real name and trying to appeal to his better senses.
The Avengers meet Hawkeye's wife and kids for the first time. Except Natasha, who immediately gets a hug from Clint's young daughter and asks Laura (Clint's wife) how her pregnancy is going.
Clint's Daughter: Did you bring Auntie Nat? Natasha:[forcing a smile] Why don't you give her a hug and find out? [Clint's daughter hugs her]
During their meeting with Fury, the same daughter goes to show her a picture of a butterfly she drew...and rather than doing the Not Now, Kiddo like you were expecting, she actually smiles when she sees it, and strokes her cheek.
When you take into consideration the fact that Natasha can't have kids, the way her face lights up when seeing Clint's come to her is both heartwarming and heartbreaking. This is the closest she will get to having children and she knows it.
Clint's newborn son has Pietro as his middle name.
Hawkeye's telling his wife about why he is a true companion within the team, as without him or them, it would all fall apart. This showcases Hawkeye's rather Hidden Depths of being the team's heart.
Just the fact that Hawkeye, the team member who's considered The Load by a lot of comicbook fans, is actually the happiest and most fulfilled in his personal life.
The fact that Nick Fury made arrangements to keep the family a secret (they were mentioned to be not on SHIELD's files), to protect the Barton family; ol' Nick was looking out for Clint.
Nick Fury showing up in the Barton's barn and talking to Tony before he talks to everyone else. Specifically him listening to Tony talk about the nightmare vision that Wanda gave him, and offering him a bit of moral support. When he says he's there because he cares about Tony, you almost feel a bit of a fatherly sentiment coming from him. Particularly heartwarming is his statement that Stark Is Better Than He Thinks He Is and doesn't deserve to be hated for Stark Industries' past as a weapons manufacturer, simply because the world was a really violent place long before he came along.
Nick Fury: You've come up with some pretty impressive inventions, Tony. War isn't one of them.
Vision ultimately proving to be what Bruce and Tony originally wanted Ultron to be, albeit with a British accent, cheerfulness and JARVIS's personality. Shortly after he's 'born' he looks out the window of the Avengers tower at the world and, where Ultron saw only chaos and destruction, he sees life. Flawed, to be sure, but beautiful and worth saving nevertheless.
Everyone (save for Thor, and to a lesser extent, Tony and Bruce) is skeptical of Vision and suspicious of his intent. That is until he effortlessly hands Thor his hammer. After that they still don't know exactly what to make of him, but none of them question if he's good or evil.
Vision and Ultron have a brief moment where they casually converse, since they're the closest thing to a family either one has. Of course, they also detest each other, but Ultron created Vision.
Earlier in the film, when asked about where his allegiance lies, Vision explains that he does not want to kill Ultron since he is alive and unique, but understands that it must be done because he represents too much of risk for this planet and the people who live on it.
Clint telling Wanda that he doesn't care what she was or did in the past; if she steps out and fights alongside him, she's an Avenger. She does.
Even better — the speech is not a Drill Sergeant Nasty or tough love type speech. Clint is very understanding of Wanda's panic and tells her there's no shame in hiding from all this if that's what she wants to do, promising to send her brother to get her if she does. It's nice to see both a demonstration of his status as The Heart and, on a more meta level, an acknowledgement that fear and panic are valid emotions to feel, rather than weaknesses.
Nick Fury's The Cavalry moment in a Helicarrier to rescue the innocent civilians trapped on Ultron's floating island; it is heartening to see that in spite of spending half a century as a nest inside which the rot of HYDRA bred, S.H.I.E.L.D is still at heart a bastion of heroes who stalwartly defend the innocent and helpless.
Quicksilver: Is this S.H.I.E.L.D.? Captain America: This is what S.H.I.E.L.D. is supposed to be. Quicksilver:This is not so bad.
The fact that one member of the crew is the guy who refused to launch the Helicarriers in Captain America: The Winter Soldier. And going meta, Joss Whedon recast that actor instead of putting in anyone else because the character he played deserved recognition for his heroism in Winter Soldier.
There's also the fact that S.H.I.E.L.D. never directly engages the Ultron drones (except those that are attacking them), instead opting to primarily help with evacuation efforts.
Goes double with knowing Peggy Carter's legacy didn't turn out to be complete sham after all and may yet become what it was meant to be.
Goes triple after Agents of S.H.I.E.L.D. revealed who kept that Helicarrier operational. Cap was unknowingly approving Coulson's work as the new Director of S.H.I.E.L.D.
Just as one of the rescue ships is about to take off, and stray dog hops on board and a police officer pats him on the head. Small but sweet.
The fact that a lot of the final battle with Ultron is the Avengers—all of them—regularly handing off evacuation duty.
For the villains: Ultron feels a genuine connection to the Maximoffs, and seems to view them as his only allies or even friends. At the climax of the battle, when Wanda confronts Ultron after he murders Pietro, and after they both turned against him, what does he say?
Ultron: Wanda, if you stay here, you'll die. [Wanda promptly kicks his ass.]
Ultron also asks them to please not fight him after their HeelFace Turn; he really didn't want to kill them.
It gets to the point of Tear Jerker, because if you listen to Ultron's voice, he sounds less like a friend and more like a father. For someone with such easily pressed Berserk Buttons, it's amazingly touching that he's not even vaguely mad at Wanda, just worried.
At the end of the climax, Vision rescues Wanda and they share a brief glance. This, combined with what happens in the finale, seems to help Wanda and enable her to move on from Pietro's death.
Arguably she's in an emotionally vulnerable state with her twin just having died, which would explain why she's more open to pursuing a relationship with the Vision like they did in the classic comics, if they do so in future movies.
It isn't Bruce who decides to fly off in the Quinjet, it's the Hulk. When he isn't in the middle of a rampage, even he realizes that he doesn't actually want to hurt anyone.
When the new Avengers line assembles at the end. Just when you think that Vision will have gone off on his own, it's great to see him become officially an Avenger.
After she's shot by Ultron, we were left ambiguous as to what happened to Helen Cho, and it seemed like she bit it, but a brief scene at the film's conclusion reveals she made a full recovery and went right back into medical.
Seeing that Dr. Selvig is finally back to normal, after the mind-control trauma he'd suffered in The Avengers and the mental side-effects he was coping with in Thor: The Dark World.
The small things near the beginning of the film - Tony's "Jarvis is my Co-Pilot" bumper sticker, and their affectionate interactions before the party - that make it clear that Tony loves Jarvis. It makes the AI's apparent death that much more meaningful. Tony's delight at finding Jarvis alive is clearly just as much about having his friend back as it is about a chance to create what Ultron was supposed to be. Considering the Pinocchio motif found in Ultron, it could even be seen as a chance to make Jarvis a real boy!
In a deleted scene Pietro is giving away items he stole using his superspeed to people in Sovokia including medicine for an old man who can't afford insurance.
One of the people he gives a gift to is the woman who's seen with the boy Pietro and Hawkeye save at the end at the cost of Pietro's life.