The chasing scene in Syphon Filter 1 or 2 where it ends with one guy hanging on to a helicopter and you gotta shoot him down. I loved the whole scene + music.
Old PokΓ©mon games: catching a legendary with a normal pokeball. Defeating the legendary four (or whatever they were called) for the first time
Witcher 3, the sad story of the Baron (bloody Baron?)
Crash bandicoot, being able to reach the really high gem
Oddworld, having saved enough slaves to win the game