This is a popular ship and there are so many hints, so I'm just going to cover the basic ones.
1. They had a biological son
2. They show many, many hints
3. They share a bed
4. They went on a date
5. Brain gave up the world for Pinky on multiple occasions
6. Pinky is very loyal to Brain
7. In the reboot, Brain almost kisses Pinky
8. In the comics, they show soo many hints.