I will have to think about this for a while, but the ones that come to me off the top of my head are:
The explosions and ADPCM voices in Gate o' Thunder. There is also an enemy/set of enemies in level 3 that shoots waves at you (in sets of 3, like woosh-woosh-woosh... pause... woosh-woosh-woosh, but it is not a woosh sound, much more sci-fi) just as the music hits a kind of high and the effect is awesome.
All of the weird sounds in Legendary Axe 2, which are all buzzy-sounding (not to be confused with "scratchy"), but are perfect.