Sony: Horizon could have been a "megaton" if it hadn't been spoiled.
Other than that I think we might get to see the next GT at E3 2015 and hopefully another new IP from a Sonys first party. Also possibly a third party exclusive (BenV hinted at something like that).
If DQ XI is announced at TGS for PS4 then that would be megaton for that event.
MS: A third party exclusive like I said and probably the first footage of the new Gears, something Forza is pretty much guaranteed. Can't think of much else but I don't really know MS' stuff
Nintendo: A new Metroid, first real Zelda gameplay and dunno Animal Crossing or new Mario title.