HL2 Episode 2: Those that played it know what I mean. Those that haven't but at least played HL2, three words: epic strider battle.

I always liked Portal as well, and have to agree with MGS3. Shadow of the Colossus, though that was really a game where everything felt epic as it was and the end was just more epic. The last several levels of Ace Combat 5 are up there as well.

I know I'm missing a lot of others so I'll have to try and think of more later.