Complex sentence: They have even shown affection towards each other on more than one occasion; in one story, the Joker actually cries when it appears that the Penguin has been murdered, and vows to avenge the Penguin's death.
Split into simpler sentences: They have even shown affection towards each other on more than one occasion. One time, the Joker actually cried when he thought the Penguin was murdered, and the Joker wanted to avenge the Penguin's death.