Uncharted 3 is fucking amazing no doubt...
Mine are:
Mortal Kombat: "FATALITY!" was apart of my childhood, the fact that i can completely kill my opponent after defeating them was awesome.
Batman: Arkham City; Free Roaming Batman game? OH FUCK YEAH! nothings more bad-ASS than playing as Batman in an open environment.
Uncharted 2: Among Theives; I absolutely love UC2, the whole campaign had me at the tip of my seat...
Pokemon: IMO the BEST RPG ever MADE! this was also apart of my childhood, and being able to catch Pokemon that you like takes the cake.
Dead Island: i'm not really into RPG's, The only RPG i played was Pokemon... Then Dead Island came along, and i was totally amazed at this game, Killing Zombies in an open environment is one of the MAIN reasons i bought it.
Call of Duty 4: Modern Warfare (AKA THE BEST COD EVER!): It's multiplayer was so addicting and balanced (Now its all gimmicks and shit, Although MW3 looks pretty balanced.)
and finally.
Need For Speed: 3 Words: REMAKE MOST WANTED

Fishing in Ocarina of Time. Sounds stupid.... but think about it

X-Men: Next Dimension

This game had some awesome cinematics for its time, but the one that always stood out to me the most is at the end of the game where if you meet certain requirements, Jean will transform into Dark Phoenix and rampage the galaxy. It was sad yet powerful, moving, and a little scary at the same time

The Long Night of Solace mission in Halo Reach.

Storming the beach was the best scene ever witnessed in video games. The level design, music, and enemy advancement were all superb.

Simply amazing.

Omega Relay in Mass Effect 2. Shit got real!

Narrowly escaping death numerous times in Dead Space 2. Which reminds me, I gotta try and make progress in Hardcore!

Max Payne

Chasing Vinnie (a mob boss) across the rooftops. And multiple other scenes fom that game, really.

Mass Effect 2

Suicide mission. Nuff said.

GTAIV: TBOGT

The final mission. Great mission.

Alan Wake

The whole fucking game. I especially liked the part where you had to avoid the bad words and burn the good ones to make items appear.

MKDA

The first village in Konquest. I don't know why, but I love it.

Advent Rising.

Bubble. Volcano. Epic.

The first God of War, when you climb out of hell and emerge out of the "grave" the old man (Zeus in disguise) was digging for you. That brilliant bit of story telling blew my mind.

End of Halo 3 when you are fleeing on the warthog.

Final Fantasy 7 when Red find outs the truth about his father. I got emotional (don't judge me )

Bioshock:

"They told me, son, you're special. You were born to do great things. You know what? They were right."

When it cues to the Bioshock logo and you hear the people in the plane screaming for their lives and the plane crashing into the ocean, I knew this game was going to be fucking intense.

When you get into the first Bathysphere and sink downwards into the ocean. 10 fathoms, 18 fathoms, you just keep going down. A screen appears on the windowed door and a little movie plays showing the founder of an underwater city. Andrew Ryan. After his interesting speech of why he came to this conclusion of the city of Rapture, the screen disappears only to show the beautiful city right on front of you. It's amazing really.

Halo Reach:

After Jorge sacrifices himself on the Corvette, your Spartan is just falling down in open space. Wait a little bit and it shows a cutscene of Auntie Dot (An AI companion to Noble Team) alerting everyone of a split space rupture. A video camera on a space satellite shows multiple drop ships of the Covanant entering Reach. If you've played any other Halo titles, this part just makes you shake your head. You just know how fucked Reach was at this point and it was incredible to see it unfold.

Oh yeah! Alan Wake! Weird lip sync, but a brilliant game!

Hard mode turned me off....but I'll be back.

Remedy Games is the boss. I have still yet to buy and play Alan Wake but I'm damn interested about it. Both of those games have soundtracks of Poets of the Fall and their music video on Alan Wake is pretty neat, too.
The first game coming to my mind is Tetris because there you "set pieces in the game". Although, I really liked Ocarina of Time and its story actually.

Final Fantasy 7 - When you are trying to stop the Turks from dropping the plate in Midgar, and they wind up succeeding anway, and you realize that they just destroyed an entire neighborhood of people with little to no care.

Final Fantasy X - When you find out the truth about Tidus' and Yuna's fathers and the fate of Spira (to me, that shit was deep)

Elder Scrolls III (Morrowind) - Find the Morang Tong. I was so excited about that, because there was NEVER any hint indicator on your map as to where they were located. You had to literally pick up the clues here and there from talking to the NPCs, raiding "said" member's homes, READ (in-game) books, and pay attention to the rumors; then finally matching up all the information you gathered and go with your best lead.

Elder Scrolls IV (Oblivion) - The entire Dark Brotherhood questline. I swear that shit was deep and one of the best storylines within the game.

Elder Scrolls V (Skyrim) - As of right now, fighting dragons. I know it sounds cliche (with the game's theme and all), but seriously, every fight I have with one seems rewarding to me in it's own way. Especially when you get one to crash land, and you can follow the trail of destruction it's crash made in the land...fucking awesome.

Metroid II - For an early GameBoy game, this game rocks. There's no mission screen, no map, no hints whatsoever, and you're expected to hunt down all 40 of the remaining Metroids, while finding power-ups and fighting numerous baddies along the way. And all with just two action buttons...simply gotta love it!

Sonic Adventures - Playing through E-102's storyline. That shit was sad, and made me feel for the rogue robot. Also playing as Super Sonic, with his own theme music and dramatic intro!

Pokemon Gold - Beating all 8 gyms and the main storyline in Johto, then going over to Kanto to beat all eight of their gyms, and then finally challenging the (true) previous Pokemon Champion from a couple years back.

Shit, that's all I can think of right now off the top of my head lol. I'm pretty sure I have more though.