During the beginning fight-chase scene with the assassin, Sherlock swings through a window and crashes into the table where Watson was playing poker, knocking over Watson's winnings and starting a fight between Watson and the other patrons. Later on, after Sherlock dealt with the assassin, Watson stumbles after him and collapses, moaning about having been in a fight and laughing. While he's clearly drunk and battered, Watson not complaining or trying to attack Sherlock for sabotaging his game could imply that he missed the crazy antics they got up to.
The look of relief on Watson's face after Holmes un-dies after Watson injects him with the serum Holmes gave him as a wedding present was quite touching.
And his attempt at CPR before that.
"You selfish bastard!"
Sebastian Moran, for all his wicked deeds, cares deeply enough for Moriarty that he digs him out of a huge pile of wreckage after nearly being killed himself.
Watson rushes to the side of a bloodied Holmes. In an interesting combination of Call-Back and Tear Jerker, Holmes, who has just been brutally tortured and had a building collapsed on top of him, smiles up at him and weakly declares, "Always good to see you, Watson."
Holmes' funeral at the end:
You can see quite a large number of people attending. Even Inspector Lestrade shows up!
The plaque.
In loving memory of Sherlock Holmes 1854 - 1891 He played the game for the game's own sake
The Baker Street Irregulars in the front row.
Noticing even the people who showed dislike for Holmes are heartbroken, Lestrade and Mrs. Hudson are some of the more obviously distraught attendees of the funeral.
Watch carefully during this scene. Notice that there are so many people in the church, there's no room to sit. For all the talk of Holmes being an antisocial misanthrope, so many people respected him, they could barely fit them all inside.
Holmes at Watson's wedding looking happy for him is especially heartwarming if you remember Holmes' behavior towards Mary during the last film.
Also Holmes helping Watson into the church because he's lost his cane.
And when Holmes managed to drag the hungover Watson and helped him get ready.
The ballroom scene, Ho Yay aside, it is genuinely sweet to see Holmes and Watson not bicker for a change and smile and get along. This may be a Tear Jerker considering what happens next.
Holmes keeping the wedding rings for Watson because he knows he has a gambling problem and might lose them, is a beautifully subtle acknowledgement of how well these two men know and care about each other.
Holmes calling Lestrade the most inept inspector in the history of Scotland Yard whilst knowing full well that the inspector is in the process of dismantling Moriarty's entire operation as they speak. In his own way, this is Holmes paying Lestrade a compliment.
At the end of the movie Watson rushes out onto the balcony where Moriarty and Holmes are fighting. Holmes looks at Watson, closes his eyes—a faint smile tugging at the corners of his mouth—and pulls Moriarty off the balcony. As they fall, Holmes keeps his eyes shut, so that Watson's face is the last thing he sees.
This exchange between Watson and Mary regarding their actual honeymoon, showing that despite her initially prickly encounter with Sherlock in the first film (the dinner scene), she understood him just as much as Watson did.
Crossing over with Moment of Awesome, Holmes choosing to donate Moriarty's fortune to the widows and orphans of the British War fund. Karmic payback at its finest.
