The Rangers seem fairly close. I know Chris Kreider has talked about it in multiple interviews, and in videos on the website they mention visiting each other (Hayes went to visit Marc Staal in Thunder Bay as well as McDonagh and Stepan; several Rangers visited Zuccarello in Norway last year). There's been fan mentions of Lundqvist/Girardi/Staal going pumpkin picking with their families, and I've seen posts of people who see them out together in NYC bars fairly.

A lot of them were college teammates, though, which probably helps?