I dunno where to begin
Dawn of War - the first time a bloodthirster appears *BOOM SPLAT ROAR!!!*
Gears 2 - when you see the ruins of Jacinto with the light pouring through on part 4 of act 5.. gorgeous
Halo 3 - every cinematic is a splendid art form, also a 100 to 99 victory in big team is just wonderful
Painkiller - using that titular weapon on a huge hoarde of unarmoured enemies is just epic *thwock thwock*
Wolfenstein 3D - the first time you get that minigun, seeing his face be all XD and then ripping up anything in the way, also killing Hitler is cool.
Timesplitters 3 - beating a robot to death with a baseball bat
Gears - General Raams head exploding, or that wonderful Hammer of Dawn smashing a bezerker to bloody rags
i could go on, but essentially gratuitous violence, close shave victories, checkpoints, epic cutscenes (like the spartans raping all those elites in halo wars OMG!!!!!!!), and good weapons (like the stake launcher in Painkiller) make for beautiful things.