Oblivion: Some of the views are amazing, and really helps give a sense of scale and scop
Half-Life 2 & Ep 2: First time you play with the gravity gun, the fights with the striders, the ending of ep 2. Lots of stand out moments
Portal: The mind bending puzzles where you have to constantly drop and create new portal, fly, drop, portal etc.
FFVII: The first few hours in Midgar and then getting on the world map and learning about Cloud's past in Kalm.
Metal Gear Solid: Pretty much the whole game, lol.
Deus Ex: Everything about the story in this game and the tech, the sci-fi world, the conspiracy etc. The game basically!
Crysis: Lots of moments where I just look at the scenery around me... so pretty :P
Uncharted 2: Fighting in a collapsing building, segment on the train, the views in Nepal and Shambala
Shadow of the Colossus: Most of the Colossi tbh, although the flying one especially.
Legend of Zelda: Link's Awakening: Showed me that hand-held games could be great in scale and depth.
God of War III: Just epic from beginning to end.