I can't believe I forgot this.

The Darkness:

(SPOILER)1. Your girlfriend is executed in front of you.
2. You look in the mirror as you shoot yourself in the head (at the end of the first Act of 5!)
3. First entering the Underworld.
4. Everything in the Underworld.
5. The scene where you're being tortured by having a drill taken to your face. Ouch.
6. When you blow yourself up.
7. The ending scene.

That whole game is incredible.