Merry Brandybuck and Pippin Took are cousins via Merry's mother and Pippin's father and are each other's best friends
Out of all the members of the Fellowship of the Ring, Pippin had a closer relationship with Merry, mostly because of their history being cousins and best friends. They were known to be mischievous together and getting onto all sorts of trouble.
The two held captive in The Two Towers. As the older cousin, Merry made sure to look after Pippin. Merry apparently was dying of thirst, he told Pippin that he shouldn't worry about him. Also, when they were being chased by an orc, Merry made sure Pippin climbed up Treebeard first. Later, merry tells Pippin that they cannot return to the Shire.
Their relationship was briefly strained when Merry blamed Pippin for their separation based on his idle curiosity. However, they continued to miss each other when Merry Was in Rohan and Pippin was in Gondor. They were finally reunited on the battlefield after the battle of Pelennor Fields. Pippin held onto Merry and proclaimed that he would now be the one looking after him.