Yuna's feelings for Tidus are quite clear throughout the game. She always opens her heart up to him and stays behind to talk to him when all the others have moved on. She is the first to believe him about Zanarkand, and even defends him about it to the Luca Goers (a blitzball team).
------------
Tidus: "What are you all talking about?"
Bickson: "Who are you supposed to be?"
Graav: "Ah, I remember him. Guy from Kilika."
Bickson: "Hmm?"
Graav: "You know, one of the Besaid Aurochs. Said somethin' about winning the cup."
Bickson: "Oh, right. You're that idiot."
Yuna: "Don't call him that!"
Bickson: "But he is an idiot. They don't got what it takes to win the cup."
Tidus: "Well, they do now that I'm here!"
Yuna: "Yes, they will win! He used to be the star player of the Zanarkand Abes!"
Graav: "Yeah, as if anyone lived in those ruins."
Yuna: "It's not ruins, there's a big city there! There is!"
------------

In Luca, Tidus teaches Yuna to whistle and tells her he will always come running when he hears it. One of the scenes that shows their closeness is as they are about to leave Luca.
Yuna can see that Tidus is upset, but she doesn't know why.
She tries to cheer him up and they share a cute
little laughing session, causing the other guardians to question their sanity.
After learning about what Yuna must do as a summoner, Tidus decides he will do anything to save her.
------------
Tidus: "I didn't know anything about what a summoner is supposed to do. And I told her all those things without even thinking. I've got to tell her. I've got to tell her I'm sorry!"
Cid: "That's it? You're gonna tell her you're sorry? And then you just drag her to Zanarkand and make her fight Sin, huh? You're all the same - let the summoner die so we can live in peace!"
Cid throws Tidus to the ground.
Tidus: "No! I'm not gonna let Yuna die!"
Cid: "Hah! Words! Show me action!"
Tidus: (shouting) "I'm telling you, she won't die!"
------------
Yuna's engagement to Seymour upsets Tidus, since he believes Yuna should marry for love.

Their feelings for each other aren't confirmed until AFTER Tidus saves Yuna from Seymour and the betrayal of Yevon, fleeing to Macalania Woods.
In the lake, Tidus suggests to Yuna that she quit her pilgrimage so he can take her to the Zanarkand he is from.
Yuna considers this, but knows she can't abandon Spira like that. She breaks down and cries, being comforted when Tidus takes her into his arms and kisses her.
Yuna continues her pilgrimage with Tidus and her guardians by her side.

When they finally reach Zanarkand and defeat Sin, she discovers that Tidus was only a dream of the Fayth...a dream that must fade.
Desperately trying to stop this from happening, Yuna runs into Tidus' arms, only to find that she goes right through him. As he is fading, Tidus hugs Yuna from behind, knowing he can't be with the woman he loves.
It is now that Yuna, eyes filled with tears, tells Tidus how she feels.
"I love you."
Days later, Yuna tries whistling for Tidus. He doesn't come. She must try to live her life without him, but never forget him.
------------
Yuna: "Just, one more thing ... The people and the friends that we have lost, or the dreams that have faded ... Never forget them."
------------
Yuna & Tidus » Story in Final Fantasy X-2
Tidus' part in FFX-2 is a lot smaller, since he is no longer by Yuna's side.

However, Yuna's reason for becoming a sphere hunter revolve primarily around Tidus after she sees a sphere containing someone that looks a lot like him (Shuyin). Throughout the game, Yuna visits the farplane by jumping/falling into the gaping holes where the Fayth used to be. If you hear Tidus' whistle a certain amount of times each time you visit the farplane, the Fayth will do what they can to revive him. Getting the perfect ending means Yuna and Tidus are reunited in Besaid at the end of the game, still as much in love as ever.
------------
Tidus: "I got a theory. I think the fayth gathered up my thoughts and put 'em together to bring me back. Maybe. Something like that."
Tidus: "Or maybe...I'm still a dream."
Yuna: "Wait! So you'll disappear?"
Tidus: "Cherish me, Yuna. And I'll cherish you. All right? We gotta stay together. That's what we have to do."
Yuna: "Is that what the fayth told you?"
Tidus: "Nah. But I like it."
------------