For me it is opening credits sequence in Nier Automata, Shadowlord's castle in Nier Replicant and AI reveal in MGS2. All these three games are masterclass in storytelling.
For me, one of the most memorable was, beating Ornstein and Smough in Dark Souls for the first time solo. It was a great feeling of accomplishment, and I could see that I really mastered that game's combat.