Here is a list of mine. Will edit more in as i remember as i go and play more!
Fallout 3 - Leaving vault for the first time. Joining the Brotherhood of Steel, Gary Vault, sneaking the gouls into tenpenny tower
MGS4 - Returning to Shadow Moses. Crawling the microwave tunnel. Fighting Liquid ontop outerhaven. Raiden v Vamp fights.
MGS3 - All boss battles.
RDR1 - Riding into Mexico.
AC2 - The ending. (A real wtf moment) (I love the whole ezio trilogy, disliked AC after that)
Resi 4 - Fighting the chainsaw and regenerators for the first time.
TLOU - The beginning chapter. The Giraffes. When joel gets badly injured.
CoD4 - The Nuke. All Ghillied Up.
Uncharted 2 - Derailed on the train.
Uncharted 3 - Plane crash and Desert trek.
SotC - Seeing the first Colossus.
Skyrim - Finding out you are Dragon Born, Paarhturnax, Lore, amazing mods
Bioshock - Would you kindly?
GTA:SA - Big Smoke and Ryders betrayal (this still hurts)
Star wars: Battlefront 2 - Space battles (ps2)
Playing MP on Halo 2 was my first real PvP experience