Fallout 3 Final Boss

Pikmin 2, and it’s not even close.

Sephiroth

Another great Sonic example is Final Hazard from Sonic Adventure 2, not just for the boss itself, but the unexpected emotional impact of it's outcome. :(

Beat me to it.

Metroid Prime, Metroid Prime.

I'm surprised nobody said Gywn from Dark Souls.

Xemnas from Kingdom Hearts II.
Ganondorf from Zelda Wind Waker
Jubileus from Bayonetta
Gehrman from Bloodborne
Doom Dragon from Golden Sun 2
Li-Grim from Final Fantasy Tactics Advance

Raven Beak from Metroid Dread was a great fight; hard as nails, but in a way that makes overcoming him supremely satisfying.

Ganondorf in Twilight Princess was a very memorable one that I didn't see mentioned yet.

But then I remembered a certain legendary figure whose name struck fear into the hearts of many...

stepping aside from the obvious answers, Miranda Jahana from Advanced V.G. 2 is my pick.

She has unlimited special bar, and her final attack can destroy you. It doesn't help that she can activate it anytime, so I always fight her keeping some distance.