These are without a doubt the best ones I've seen!
Baraka - Head Impale - He uppercuts the opponent's head off (with a beautiful sound effect), sending it skywards. He then reveals one of his arm-blades, and skewers the head as it falls. He then holds up the head in triumph. Short, sweet, and very sick!
Tanya - Femur Throat Stab - She reaches into the opponent's thigh, and tears out part of their femur bone, leaving them screaming in pain. She then jams the bone into the opponent's throat - they choke and fall to the ground. Very original.
Havik - Arm Devour - He roars at the camera, then grabs one of the opponent's arms, and chomps it up. He then switches sides and eats their other arm. The opponent falls to the ground, while Havik pukes up bits of their arms. The sound effects and Havik's movements make this Fatality particularly funny and gruesome. Love it.
Jade - Bojutsu Slice - She runs at the opponent, and whacks them at the waist with her weapon. They scream in pain while Jade holds her pose. Jade then turns to watch the opponent's torso fall to the floor. Extremely brutal and cool.
Li Mei - "Brutality" - She repeatedly punches the opponent for about 3 seconds. She then steps back, opponent shaking - they then explode in a very convincing manner. Like an extreme version of the 5-Point Exploding Heart Technique from Kill Bill. Very gory.
Sub-Zero - Can't really name it - Sub forms a block of ice at the opponent's legs. He then sweeps it, smashing the opponents legs. The opponent falls onto their bloody stumps, and tries to back away from Sub. Sub then brings his foot down hard on the opponent's chest, popping their head off!
Quite a few clips of these and others can be found at this page:
http://www.megaworm.com/uploads/
The quality is pretty bad though.
Konqrr has also uploaded a few at his site:
http://www.konqrr.com/vids/Fatality/NEW/
Good quality, and he's updating soon!