PS4 gen: GoW—the entire game, but one of my biggest wow moments in any game or movie or show ever was the fight with The Stranger.
PS3 gen: Tie between MGS4 and Uncharted 2–especially the intro/train scene.
PS2 gen: I skipped much of this gen, but RE4–whole game blew my mind, partially bc seeing how far games had come.
PS gen: Syphon Filter. Game was engrossing from start to finish for me. Cool story, cool gameplay, etc.—well, to the 8 year old me at least.