Anything said by any of the TF2 characters, ever. My personal favorite:
"Oh, they're goin' ta hafta glue you back tagether . . . IN HELL!"
- Demoman, "Meet the Demoman"
"Who called down the thunder?"
- Ghost, StarCraft II
Anything said by Gabe in the On the Rain-Slick Precipice of Darkness games.
Pretty much anything that any character in the Halo or Gears of War games says, and definitely everything that Sgt. Johnson says.
Also, while it's not technically from a video game:
Voicemail system: You have reached the voicemail system.
Church: *frustrated sigh* OK, OK, come on.
VMS: To leave a message, just wait for the tone.
Church: I know how to leave a goddamn message.
VMS: When you are finished recording, just hang up, or press pound for more options.
Church: Really, hang up? No shit. I was just going to keep talking until he decided to check his voicemail.
VMS: For delivery options, press five.
Church: Just give me the damn beep!
VMS: To leave a callback number, press eight. To page this person, press six.
Church: Come on!
VMS: To repeat this message, press nine.
Church: I WILL FUCKING STAB YOU COMPUTER PHONE LADY.
*later*
VMS: To mark this message as urgent, press eleven.
Church: There is no eleven, you FUCKING WHORE!