We all know when Arjuna became confused as he faced his relatives on the battlefield, he turned to his friend and chariot-driver for help. Because Arjuna had such a friendly rapport with the Lord, his turning to Krishna for instruction was a shift in the relationship. This was the setting for the Bhagavad-gita, wherein Krishna reveals His magnificent universal form to His friend Arjuna. But was there anything more than just this?
Krishna & Arjuna are believed to be the pair of Nara & Narayana. It's briefly discussed in this question. Their friendship stands immovable on the test of time.
Needless to say that Arjuna always regarded Krishna in the highest regards. IMO the reason he got to hear the Gita was, he surrendered himself to Krishna (without knowing his Vishwaroopam yet)
Now I am confused about my duty and have lost all composure because of miserly weakness. In this condition I am asking You to tell me for certain what is best for me. Now I am Your disciple, and a soul surrendered unto You. Please instruct me.
Not that he never considered Krishna as his friend!
Thinking of You as my friend, I have rashly addressed You “O Kṛṣṇa,” “O Yādava,” “O my friend,” not knowing Your glories. Please forgive whatever I may have done in madness or in love. I have dishonored You many times, jesting as we relaxed, lay on the same bed, or sat or ate together, sometimes alone and sometimes in front of many friends. O infallible one, please excuse me for all those offenses.
During Mahabharata, I would refer below text, showing how Krishna felt about Arjuna:
After Ashwatthama killed all UpPaandavas, Krishna describes an old conversation to Yudhishtira. In which Ashwatthama wanted the Sudarshan Chakra (Discus) from Krishna, but doesn't succeed. Krishna asks Ashwatthama the intention behind it and here how it goes ...
...At this, Drona's son became filled with sorrow. After he was tired with the exertions he made, he ceased, O Bharata!
When he withdrew his heart from that purpose, I addressed the anxious and senseless Ashvatthama and said, "He who is always regarded as the foremost of all human beings, that wielder of gandiva, that warrior having white steeds yoked unto his car, that hero owning the prince of apes for the device on his standard, that hero who, desirous of vanquishing in a wrestling encounter the god of gods, the blue-throated lord of Uma, gratified the great Shankara himself, that Phalguna than whom I have no dearer friend on earth, that friend to whom there is nothing that I cannot give including my very wives and children, that dear friend Partha of unstained acts, never said unto me, O brahmana, such words as these which thou hast uttered...
Their friendship was so strong that misunderstanding never happened between them.
As per Mahabharata: Aswamedha Parva: Anugita Parva: Section LXIX, Krishna said these words to revive the dead child Parikshit:
That foremost of beings, hearing those heart-rending lamentations of hers, touched water and withdrew the (force of the) Brahma-weapon. That hero of unfading glory, belonging to the race of the Dasarhas, promised to give the child his life. Then he of pure soul, said these words in the hearing of the whole universe,--'O Uttara, I never utter an untruth. My words will prove true. I shall revive this child in the presence of all creatures. Never before have I uttered an untruth even in jest. Never have I turned back from battle. (By the merit of those acts) let this child revive! As righteousness is dear to me, as Brahmanas are specially dear to me, (by the merit of that disposition of mine) let Abhimanyu's son, who is born dead, revive! Never hath a misunderstanding arisen between me and my friend Vijaya. Let this dead child revive by that truth! As truth and righteousness are always established in me, let this dead child of Abhimanyu revive (by the merit of these)! As Kansa and Kesi have been righteously slain by me, let this child revive today by that truth!' After these words were uttered by Vasudeva, that child, O foremost one of Bharata's race, became animate and began gradually to move, O monarch.'
Vijaya is one of the names of Arjuna.
It is so strong. Since other answers discuss with it. I am adding here an another aspect of it.
Krishna got a boon from Agni that his friendship towards Arjuna should never decrease.
Then Vasudeva asked that his friendship with Arjuna might be eternal. The chief of the celestials granted unto the intelligent Krishna the boon he desired. And having granted these boons unto Krishna and Arjuna, the lord of the Maruts, accompanied by the celestials, ascended to heaven, having also spoken to Hutasana (one whose food is sacrificial butter).
Thus, it is clear that the friendship of Krishna with Arjuna is a never decreasing one.