The ending of Shadow of the Colossus stuck with me more than anything.
Even more than the moral questions and ideas of self-sacrifice that the games conclusion raises, my favorite part was when Wander gets sucked into the pool of light. You can grab onto the stairs to stop yourself from sliding back, but you can't move forward and your grip meter is constantly dropping and sooner or later you have to let go. It was a colossus that could not be defeated. And it was beautiful.