The scene in Crimson Skies : High Road to Revenge when they've been captured by the bad guy. Mainly because it contains the immortal line;
"As long as I've known you, you've been a bastard, a womaniser and a cheat, and that's why I like you, but throw fascist into the mix? I've got no time for fascists..."
Right before he jumps out of the window, love interest in arm, to grab a rope hanging from a passing zepplin, swinging to freedom (and the biggest, most evil dogfight in the game). But I couldn't find that on YouTube, so I'm gonna go with...
EDIT - Embedding it didn't work, so here's a link! [http://www.youtube.com/watch?v=k6mZZiI4ShQ]