Shonen manga is infamous for preaching about the power of friendship, and One Piece is no exception. However, Eiichiro Oda's world-renowned masterpiece gives a deeper meaning to that. Every single Straw Hat Pirate is without a doubt loyal to their captain, and they will undoubtedly offer their lives for him in a heartbeat. Of course, Luffy will definitely do the same. But like most things, there is one crewmember that stands above the rest in terms of loyalty to Luffy -- Roronoa Zoro. A fact he has repeatedly proven this during various occasions.
Nothing Happened
During the "Thriller Bark" Arc when the Straw Hat Pirates finally defeated Oars and Luffy beat Moria, Bartholomew Kuma of the Seven Warlords of the Sea arrived. Kuma's mission was to eliminate all witnesses of the event to avoid any global scandal. But just as he picked up the then unconscious Luffy, Zoro attacked him. Unfortunately, the swordsman was also in no condition to fight. He admitted to the Pacifista that his body had already given up on him, though he quickly added that he still wouldn't surrender his captain. He offered to give up himself in exchange for Luffy, even if that meant giving up on his dream as well.
Granted that Sanji also offered his life, it was Zoro who first set the conditions. Zoro also knocked down their cook -- though Sanji was already barely standing at the time -- and asked the warlord to show some honor. Kuma obliged under the condition that Zoro must take all of his captain's pain, an act that would guarantee his death. Zoro already fell to his knees with just a little taste of it, yet he lunged towards the giant mass of pain without any hesitation. Sanji went to his location after regaining consciousness only to see a bloody mess and inquired about the event, to which Zoro simply stated that nothing happened.
Regarding Usopp's Membership
Usopp and Luffy had an intense battle with Going Merry's ownership at stake. Usopp lost the fight, but Luffy still gave him the ship. However, that also meant Usopp's departure from the crew. Luffy felt the burden of a captain for the first time, and Zoro comforted him by saying it was a burden that the crew relies on him to carry. A lot happened during their separation including Robin's departure, the battle in Enies Lobby, and even Going Merry's final voyage. All the while, Usopp was posing as Sogeking.
Sanji happened to see Usopp practicing his returning spiel, and Luffy was very eager to take him back. However, Zoro immediately stopped him, telling him that Usopp must at least offer an apology. He pointed out that the way Usopp left the crew was nothing trivial, and them accepting him back as if nothing happened was an insult to Luffy's authority as captain. He even slapped Luffy with the reality that being a pirate isn't a game, while also threatening him of leaving should Luffy allow such disrespectful behavior to persist.
Two-Year Training
The entire crew was separated for two years with aid from Kuma's Devil Fruit powers. Kuma sent Zoro to Gloom Island, where Mihawk and Perona were based. After learning of his captain's fate, Zoro immediately swallowed his pride. He went to Mihawk, the same man he vowed to defeat, and begged him to train him. The strongest swordsman felt disgusted by his request but eventually agreed after learning that Zoro already defeated all of the Humandrills. When Perona inquired the motivation behind the Straw Hat's sudden desire to train, Zoro explained Luffy's condition to her.
Zoro may not be the smartest or geographically inclined among the Straw Hats, but his loyalty to his captain is something that can't be questioned. From throwing away his dreams to keeping Luffy in check, Zoro has proven his faithfulness in a variety of ways. And it is only logical given the fact that he is the Straw Hat Pirates' first mate.
