ME1: "You exist because we allow it. You will end because we demand it."
ME2: Shepard brooding over three coffins in the shuttle bay. (Seriously, the whole suicide mission meant so much more knowing that my mistakes would get my friends killed. I lost 3 crew members in my first playthrough and I was thrilled to have such an interesting outcome.
ME3: "I wish you could see it the way I do, Shepard. It's so... Perfect." (Sure, the ending was pretty much a mess, especially in the originally released version. I still think the final scene with Anderson and the Illusive Man is so good and affecting. I still get chills when I play that part.)
Borderlands 2: "See you're a savage. You're a maniac! You're a bandit, and I AM THE GOD DAMN HERO!"
As a second moment from the game: "SHOOT ME IN THE FAAACE!!! HAVE TO HAVE IT! FACE SHOT, BOOM! BRAINS EVERYWHERE! NOT THE KNEE, NOT THE ARM; IN THE FACE! I WANT IT, I NEED IT, IN THE FACE! AT THE SOUND OF THE BELL IT WILL BE FACE-SHOOTING O'CLOCK! BONNNNGG! KNOCK KNOCK! WHO'S THERE? SHOOT ME IN THE FACE!! END OF JOKE! CAN'T HELP BUT NOTICE YOU HAVEN'T SHOT ME IN THE FACE! Maybe you're weighing the moral pros and cons but I can assure you OH MY GOD, SHOOT ME IN THE GOD DAMN FACE!!!!!" *Bang* "THANK YOU!"