I've said it before and I'll say it again: Mass Effect.
When you see the credits rolling, you know you've just witnessed something amazing. Those people working at BioWare are geniuses!
Also, after I've finished 'Half-Life 2: Episode Two', I said to myself ''What the heck just happened? Wow, just wow!'' That was also another epic moment, and I replayed the whole series all over again after that!
Oh, and I can't forget Crysis. The last part was just INSANE! What's cool about the game is that you can play it in a totally different way every single time you make a new game. I'm starting to prefer sand-box shooters for that reason!