At the risk of sounding like a broken record, one of the things I love most about Henry is the sounds he makes. He has so many distinctive sounds and many are impossible to get on video.
Two of my favorites include the oink (basically the sound of congestion) and another which is impossible to describe with one word, but it sounds like a dog exhaling (e.g. he, he).
As an aside, I absolutely love this Buzzfeed story on animal noises in other cultures.