He was thinking about his father and about his father's three oldest friends Moony, Wormtail, Padfoot, and Prongs Had all four of them been out on the grounds tonight? (Chapter twenty-one, p. 407)
The loss of his parents is prevalent in Harry's mind at any given time, but most of all in this book, as hidden information about their deaths surfaces with the growing concern about Sirius Black. This passage, from chapter twenty-one, when Harry is watching to see who conjured the patronus that saved his life, illustrates Harry's perpetual awareness of his loss of his parents. He sees someone that looks faintly like his father, and he allows himself to wonder whether Prongs, his father's animagi shape, had joined his best friends on the grounds of Hogwarts that night. Few things are impossible within the realm of magic, so this notion is not entirely uncanny. Harry knows that they are gone, even though in his more hopeful moments he wonders if somehow they could have escaped secretly the way Black and Pettigrew did. Harry is never free from thoughts of his parents, and after this passage of quite vulnerable wishfulness, these speculations end in a realization that the maker of the patronus was in fact Harry himself—and that his patronus took the shape of prongs.