Diego giving the silver pendant to the two young brothers who saved his life, Joaquin and Alejandro, to thank them.
Just Diego enjoying life with his wife and baby daughter at the beginning after one last heroic action, before everything rapidly goes to hell.
Joaquin's Big Brother Instinct towards Alejandro, which makes his death more heart-wrenching.
Joaquin: (aiming a gun to the head of a guard who just punched Alejandro) Touch my brother again, and I'll kill you.
Diego offering to train Alejandro. When asked why he's so eager to help, Diego reveals exactly who he is.
Diego: (points at Alejandro's medallion) Because once a long time ago, you did the same for me.
The romance developing between Alejandro and Elena. Their dance together is more-so. She doesn't know it then, but Elena is dancing with the man she fell in love with days ago.
Elena being reunited with her true father in the stables, even if she doesn't know it yet.
Even though she doesn't know yet "Bernardo" is her father, there's a nice moment between her and Don Diego while they talk about her mother. She even seems to somewhat recognize his voice from when she was a baby, from all those stories he used to tell her.
Alejandro getting closer to a mortally wounded Three-Fingered Jack and smiling at him. Jack recognizes him and dies with a smile.
Elena's nanny remembering her after 20 years and offering her a scarf in honor of her late mother Esperanza. Even though Elena is too conflicted to accept the gift, their interaction doesoffer a clue that helps her learn the truth.
As Diego is dying in the end, he gives his blessings for Alejandro to marry his daughter, and he is rightfully celebrated as a hero.
During his final moments, Elena rightfully calling Don Diego "father" for the first (if last and only) time. In turn, he tells her that she indeed turned out as free-spirited as her mother. And it's all topped off with Don Diego giving Alejandro and Elena his blessing.
According to the story Alejandro tells, Don Diego was given a hero's funeral, with hundreds of people coming from miles around to honor the fallen Zorro.
