The Epic of Gilgamesh
Basically, the Epic of Gilgamesh is a buddy action movie. But you can't have a buddy action movie without a buddy, right? That's where Enkidu comes in. After some initial fisticuffs in the streets of Uruk, Enkidu and Gilgamesh soon become inseparable best pals. In no time, they're heading off to such distant realms as the Cedar Forest in search of adventures, or kicking some serious Bull of Heaven tail.
And when Enkidu dies as an indirect result of their escapades, Gilgamesh is so consumed with grief that he vows to go to the ends of the earth in search of an answer to the problem of death. If this doesn't show the powerful sense of companionship between these two figures, we don't know what would.