Colonel Trautman bailed Rambo out of his personal war against the police in the first movie. In the third movie, John jumps straight into bailing Trautman after learning he got captured by soviets, because Trautman would have done it for him.
In the "Humorous Ending" listed on the DVD, before the cast and crew start laughing for some reason, instead of the existing ending where Rambo finally opens up his emotions to someone willing to listen or the alternate Downer Ending where he grabs Trautman's hand and pulls the trigger on himself, Rambo still demands that Trautman shoot him, Trautman holds the pistol on him, then moves the barrel away... and Rambo just lets it go, leading to the following muted exchange.
Rambo: Thanks, buddy.
A minor one from the Big Bad, but Teasle, after thinking Rambo was killed by the National Guard, makes an attempt to Pet the Dog by having a talk with Trautman at the bar starting with apologizing for his redneck Jerkass behavior and confessing to him about his desire to kill Rambo. In a deleted part of the scene has Teasle offering Trautman a ride to the airport, which Trautman refuses, while concluding his talk to part in good ways by wishing Trautman to have a nice life. This scene notably shows a human and fallible side to the antagonist. Unfortunately, all of this is thrown out the window once he learns of Rambo's survival at the climax.
Rambo really hates it when P.O.W.s in Vietnam were just gonna be abandoned. He went through Vietnam and tore the enemy bases to shreds just to rescue every single POW he could find, and then proceeds to scare Murdoch to find all of them.
After rescuing Rambo from further torture, Co Bao tends to his wounds while asking if he can take her to the States to live there. To cement the point, she kissed him in the lips, and he eagerly agrees to do so, implying a sense of affection for Co. Unfortunately, Co later gets shot to death by Lieutenant Tay, and her final moments are what brought a grieving Rambo in tears.
The following scene has Rambo telling the Colonel that despite earning another medal of honor, he wants it to be passed onto the P.O.W.s he rescued, calling them the real heroes.
Then when Trautman affirms with Rambo about his hatred towards the United States, he immediately says this:
Rambo: Hate? I'd die for it.....I want what they [the P.O.W.s] want. And what every other guy that spilled his guts and gave everything he had wants! For our country to love us as much as we love it! That's what I want.
One interpretation of the following dialogue is that Rambo has absolutely no regrets in coming to his former commanding officer's rescue, and ensures he never has to say it twice.
Trautman: John. I'm sorry.
Rambo:No you're not. *proceeds to fight along side*
After so many years of suffering, pain, and fighting his own demons, John has found peace, and, at long last, finally comes home.
Most of the interaction between John and Sarah. She's the only one to be nice to him, and he's only "nice" to her. She was even the one to convince him to go home.