Late in Lucia's disc in 2, Lucia is still distraught about her real origins, but Matier reassures her that the value of their history and experience is far greater than the circumstances of Lucia's birth.
Matier: Now, go. Everything that I know, I have passed on to you. You are my daughter. Lucia: Thank you, Mother.
Dante wiping away Lucia's tear and telling her "Devils Never Cry." when she volunteers to go on what may be a suicide mission, wishing to die like a human. And when it seems like he goes into Hell instead of her based on a coin flip, the end reveals it was heads on both sides the whole time. Even in this game, Dante's still a really great guy.
"Quite frankly, at first, I didn't give a damn. But because of you, I know what's important now. I know what I need to do....Trust me! I'll make things right for you. That's what my soul is telling me to do."
Followed by Lady offering Dante one of her guns (Kalina Ann) to aid him for the rest of his journey.
Lady: Dante! ...Please, free my father. Dante: I will, Lady.
Dante crying over Vergil's apparent suicide/death...followed by Lady realizing that Dante doesn't want to explicitly admit it, and handles it tactfully with "somewhere out there, even a devil may cry when he loses a loved one," thus naming the series. Dante even replies with as close to an admission as it gets, with a "maybe."
Not just that but before hand him admitting he's a Son of Sparda. Throughout the game he refused to acknowledge his demonic heritage as well as his dad's place in his life. Now he's finally accepting the fact he's Sparda's son, embracing what his dad STOOD FOR even though he was a devil himself.
A lot of the anime had this, from Dante dealing with/caring for Patty and the scenes between him and Lady and Trish. Probably the most heartwarming was the very end where Dante comes out alive after his battle with Abigail and everyone is just overjoyed.