I'd have so many that I wouldn't even be able to list them all. But I'll give it a shot
The scene in CoD4 where you are ascending a building chasing some guy, and when you finally get to him... the sweet thing that happens there.
Another scene in CoD4 after the nuclear explosion, when your solider is crawling through the chopper to see the wasteland before he dies, absolutely excellent.
The CoD4 level where you run around as a sniper in the gili(?) suit. Also the level after that, "One shot, one kill".
Lastly, for CoD4 atleast, the Arc-130 level. It's so realistic it's stunning, and even though your enemies are less in-your-face, I actually feel more for them since the setting is so excellently realistic.
The Revolver Ocelot fight in MGS sticks out, as does the cutscene with the ninja, having to switch out controllers to defeat Psycho Mantis, the sniper battle with Sniper Wolf, myabe, I can't quite remember her name, and when Raven dies.
The fight against 'The End' in MGS3.
Taking down like 9 Metal Gears in MGS2.
The first, and I guess every, Big Daddy fight in Bioshock.
Launching people off of Roller Coasters in Roller Coast Tycoon.
Beating "...And Justice For All" on Expert for the first time on drums.
Everything Sephiroth does.
I guess taht's it for now, but I know I have a bunch more if I were to give it a little more thought
CRUCIAL EDIT: When you find out that you are, in fact, Revan in KOTOR. Absolutely awesome.