Despite all of the shady stuff they get into over the course of the season, Ray and Nikki are shown to genuinely love and care for each other. They’re very affectionate with and supportive of one another, and though they may have questionable moral compasses, there are a few moments where you can’t help but root for them.
The Law of Vacant Places
The Principle of Restricted Choice
Ray pretends to mend fences with Emmit as a distraction for Nikki breaking into Emmit's house, but is surprised to find himself genuinely feeling good about having a cordial talk with his brother for once, and leaves hoping they really are on the road to resolving their long feud (unfortunately, Nikki already ruined any chance of it).
The Law of Non-Contradiction
The length Gloria goes to to find the truth behind her stepfather's death.
The Narrow Escape Problem
The House of Special Purpose
The Lord of No Mercy
The Law of Inevitability
Who Rules the Land of Denial?
Nikki's encounter with Paul at the bowling alley. She even gets to say her goodbyes to Ray via a kitten named Ray.
Paul also tells Nikki that Mr. Wrench was not going to have the chance to "go back", implying that he would die or be punished for his sins, but Paul managed to persuade "the others" to give Wrench a second chance, as he is now on a better parth.
Aporia
After Mr. Wrench is thrown into the middle of the war between Nikki and Varga through a pure accident of fate, you couldn't blame him if he decided to just head for the hills with his newfound freedom. Instead, three months later he's still helping Nikki, and may even be forming a bond just as meaningful as the one he had with Mr. Numbers.
YMMV on murder but if you like a bit of Karmic retribution, Wrench doubling back to get revenge on Emmit, years after Nicky is gunned down by a cop, is sort of sweet, in its twisted, Fargo-y way. Given he was never able to get his own revenge on Malvo for killing Numbers, it's nice to see him make sure someone else did see their wishes fulfilled.
Two moments between Gloria and Winnie when the former is at her lowest point with her investigation to the Stussy Brothers almost completely thwarted. First when Gloria tells Winnie that she feels like she doesn't exist, Winnie disproves it by giving her a simple poke. Then when Gloria goes into a larger tangent explaining why and how she thinks all her efforts to do good are ultimately futile and meaningless, Winnie decides that instead of giving her a big speech, she wants to show Gloria something. When Gloria stands up, Winnie hugs her. It just goes to show how much friendship has blossomed between the two in the space of a few months.
Somebody to Love
The final time Nikki and Wrench see each other, Nikki gives Wrench nearly 20 million dollars she stole from Varga as a thank you for sticking by her for months - only taking a few thousand for herself to get by. You can see Wrench almost tearing up.
Similarly, Wrench assassinating Emmit after five years, misguided as it may have been, shows that not once did he forget about her.
After working for an incredibly shitty boss for months, Gloria finally caught her big break, working for Homeland Security after the timeskip. Not only that, but her smile at the end strongly implies that she won her bet with Varga.
Others
As messed up as it is, the relationship of Ray Stussy and Nikki Swango in general is genuine, even endearing at times.
