Allen Walker
Allen Walker, the main protagonist of the franchise, is a fairly new exorcist at the Headquarters. What makes this fifteen-years old special is that A) he is the main character, duh; B) he is cursed in many ways; C) which affects his physical looks: white hair, strange left eye, and deformed left arm; D) and didn't pass the headquarter's security check because of the cursed mark on his eye.
When Allen enrolled, Lenalee was the one who guided her to take a look around, and brought him to the Supervisor (yes, it's Komui.) Lenalee had a slight doubt on his humanity at first, but after Komui said that "The only being who accepts a curse is human" Lenalee trusted him completely, and considered him a part of her "world".
The bond between Allen and Lenalee might be different from any other. They shared a mutual dream—or a nightmare—where Lenalee was crying, all alone at the top of a ruin, and Allen's body floated on the water underneath. In his dream, Allen tried to go to Lenalee but he was stopped by his own reflection on the water. Here, Allen saw the other side of him, which later on was figured out to be "the fourteenth".
Allen and Lenalee are pretty much alike. Both of them are self-sacrificing and has a strong sense of friendship. Lenalee, however, hates Allen's tendency of sacrificing himself. She once stopped talking to him because he endangered himself by saving an Akuma. They made up after Allen apologized. Lenalee told Allen about her views on the "world". I think it quite affected Allen's view on his comrades as well, although he already loved both human and akuma from the very beginning.
Lenalee's feelings towards Allen seem to be quite sharp. She was the first person to notice Allen's crumbling and fragile left arm. When they reunited inside the Noah's ark, Lenalee knew the best how Allen felt guilty for not granting her wish to save Suman, because a Noah killed him. She also read his mind when he was thinking of putting himself in danger again in order to save his comrades. On the other hand, Allen had a sort of telepathy from Lenalee when she was dying while fighting the Level 3 Akuma.
is this love?
Allen is most likely the type of guy Lenalee likes, according to her interview. As for Allen's feelings himself, when she welcomed Allen who just came back from his first mission, Allen thought that she was cute. The type of girl he likes is applicable to Lenalee as well.
Well, folks, it was hard to write about Allen and Lenalee's relationship in a single page. Allen x Lenalee is one true pairing of not only the series itself but also the anime/manga world. You can find out more about their relationship in Raison d'Etre, my tribute to those two. It is still on upcoming right now, but stay tuned. :)