I have too many. So I'll list a few...
Getting *this close* to (maybe) beating
MegaZone in the arcade, when I was a young lad. Still haven't beaten it.
AfterBurner in the aracade. It was exhilarating!
Freezing enemies and hopping on them for the first time in
Metroid. Years later, I shed a tear when playing a particular segment of
Valis III, as well.
Hats off to freezing enemies and using them as stepping stones!Beating
Robocop in the arcade on one quarter. Granted, it was an easy game, but it was fun as hell, and it captured some things well (ED-209).
Double Dragon on NES = great music, plus it was fun as hell. Then, Double Dragon II on NES just made things even better! DDII on NES gave Streets of Rage a run for its money. No joke. I love SoR, but DDII was awesome. And, I am sorry, the the arcade versions of Double Dragon were weaker than their NES counterparts. TRUTH.
I loved the story in Ninja Gaiden. Then, getting to the last boss in Ninja Gaiden, only to say WTF? What do I do?
Playing the refreshingly wonderful goodness that was SUPER MARIO BROS. 2 (USA) and BIONIC COMMANDO back in the day.
Getting to the last boss in Bayou Billy, only to choke. Repeatedly. A few hits shy of victory.
Beating
Cobra Command on NES for the first time. A game that I initially thought was crap, but slowly realized was an unsung masterpiece.