My favorite of all time is probably Dom's death in Grim Fandango. Absolute gloating, cocky, self-assured asshole from the moment he steps onscreen. Continually gets advanced above you the whole game until you're basically his office whipping boy and he's a god, destroying the afterlife for everyone...and then WELCOME TO THE MEAT GRINDER BUDDY.
Do NOT watch this if you haven't played Grim Fandango and you plan to. And if you haven't played Grim Fandango, well, jesus, you should be going somewhere to get Grim Fandango right now.
http://www.youtube.com/watch?v=cH9rzinwX2M&feature=related
(and by the way, if the fight scene seems a little slow and clunky before Manny hits the sub, it's because you don't have to do any of that. This person was just hitting Dom a lot so they could hear all the funny dialog options first)