Portal didn't come to mind immediately, but after it being mentioned it does occur to me as a pretty good ending for a game. Moreso because I didn't expect much from Portal and ended up very satisfied.
Mass Effect 1 had a great ending too, even though the last boss fight dragged on. It was a very climatic, cinematic experience, something 2 lacked until the last level IMO.
Warcraft 3: The Frozen Throne was an amazing ending. At first a awe-inspiring moment, but has more depth the more you think about it. Shame the game left more unsolved mysteries than it solved, but the actually ending itself was great.
Got me thinking too, much later. Perhaps Arthas isn't bound for an evil glory, maybe he's just achieved the power he saught, but is left alone on his throne with no one to follow him because of all the evil he's done to get there. Probably not the way it's intended to be interpretted, and pretty much invalid after WoW's continuance, but I'm happier with my version.
To add one not mentioned yet, I adored the ending to The Darkness. Took me a moment to get the full effect of it, but to me it was a deceptively clever and emotional ending that is just rare in a game.
So yes, take your pick!