Demon's Souls - entering the second area of Tower of Latria. My jaw literary dropped at how gorgeously horrific the level looked.
Silent Hill - The opening level. From the moment Harry leaves his jeep in the search of his daughter until he's killed in a dark alleyway by demonic children only to wake up in a cafe realising it was all a dream. This whole sequence is still stuck in my head since I was kid.
Klonoa: Door of Phantomile - playing it for the first time. 
Half-Life 2 - stepping out of the train into city 17. I played this game in 2007 and I was still blown away by the atmosphere.
Assassin's Creed - climbing the dome of the rock mosque.
trying to think of more...








