As awesome as grand set pieces and climatic boss battles are, it's often the smaller things that make me love a game the most. Here is a thread to post your examples of such events.

In Civilization V, I like seeing the animations on some of the resources, such as the foxes fighting or the seagulls circling a spot where fish are located. Gives some character to the world!

thats what she said!

Sly dialogue in the Paper Mario series.
Chicken revolts in the LoZ series.
The barfing animation in Rollercoaster Tycoon

The skit conversations in Tales of Vesperia. They are soooooo awesome. There's a freakin' conversation just for making pudding during the only dungeon that is frozen. People complain to the chef like "who thought it was a good idea to make pudding under these circumstances?" while everyone is in pain due to the cold.

Alternatively, there's one for making hot food during the desert section xD

http://www.youtube.com/watch?v=ilGzGFiD3mM

How walking in the snow in animal crossing leaves tracks, how the rain splatters when it hits the ground.

How squad leaders in planetside 1 can draw on the map.

How there is dust and clouds in super mario bros 3d world when they run fast.

I like how the fish swim away from you in COD Ghosts.

The nonsense uttered by enemies in Resonance of Fate.

"you're gonna have more holes than a BEEHIVE!"

The portal to the meat dimension in Persona 4.

That's nothing in comparison with this!

That's not a little thing, that's a key arc in the story. You don't know Vashyron until you've seen this scene, even with Leanne going both ways, amirite?

Mine will forever be the musical hits during combat in Wind Waker. Most satisfying combat I've ever experienced. Should be an industry standard. Skyward Sword tried to do it, but the rhythmic, percussional background music during battles made them feel more like training exercises than life threatening battles to stay alive like the dooming Wind Waker background battle music.