Number one with a bullet, Silent Hill 2-the dog ending. The rest:
God of War
Up until Kratos' apotheosis at least. If it were left at him dying after jumping from the cliff it would have been my greatest ending of all time, a true tragedy, but the franchise was too strong to just let die of course.
Mega-man Legends
There's nothing too special about it really, but I really enjoyed the freedom of running around the Apple Market and talking to all characters you got to know along the way, bringing a close to their little side stories and wishing you well on your adventures.
Link's Awakening
Starts off with that contrived 'twas but a dream' bullshit, but then to see that the wind fish was real and that the friends Link left on that island were still around in some way, shape or form.
Metal Gear Solid 3
The Boss is a true patriot.
