In the first movie, after being captured and cocooned, Miller manages to free an arm, grab a gun, and kill the facehugger that lept at him at him.
The Xenomorph known as Grid gets a few. Most notably killing two of the three Predators by himself, the first through a surprise attack from behind and the other through a full-out brawl. And even though he doesn't get into an actual fight with Scar, he's shown to be smart enough to avoid getting killed by him.
Lex manages to kill two Xenomorphs and holds quite a bit of the responsibility for the defeat of the Queen as well. Made especially awesome as she was never armed with anything more useful than a spear, Ripley would be proud.
Scar obviously thought so, too, marking her as kin with Xenomorph blood.
Weyland wielding a home-made flamethrower.
Weyland: Don't you turn your back on me! (fires at the Yajuta).
Lex and Scar working together to fight the Xenomorphs. Never has a team-up looked so awesome.
Lex watches Rousseau loading her pistol.
Lex: Seven seasons on the ice, and I've never seen a gun save someone's life. Rousseau: I don't plan on using it. Lex: Then why bring it? Rousseau: Same principle as a condom. I'd rather have one and not need it, then need it and not have one.
Lex impaling one of the aliens to death as it tries to get her. It was so awesome in fact that it impressed the Predator enough to allow her to accompany him.
When the Predator demonstrates exactly what his self-destruct device will do to the nest.
Lex: It's a bomb... I hope it kills every fucking one of 'em!
Later on, we get to see it do just that. Probably the first time one of those had ever been used for such a constructive purpose.
In the first movie, right before the first Predator stabs Lex, a tail impales him from behind. Epic music builds up, the Predator is pulled upwards until he's facing a dark tunnel on the wall, and slowly, an Alien (Grid) appears. He leans forward until he's face-to-face with the Predator, and hisssssssses. Also, the first time an Alien and Predator come face-to-face on film.
When Scar finally gets hold of his plasma caster after having killed an alien without it as required by his test. Most of the hive are coming towards him and he just stands there opening fire with the caster reminding you how deadly a Predator is after Grid kills two. Doubles as a moment for Grid as he dodges the first shot which was going right at him.
Wolf systematically hunting down the Xenomorphs and wiping out any trace of evidence.
There's just something immensely satisfying of seeing the Predalien essentially headbutting it's way out of the sewers, bursting through the concrete and onto the road in the second movie. Of course, not to be outdone, Wolf then proceeds to do the same thing. However, the way he does it is essentially Shoryukeninghis way out of the sewers.
The 'origin story' of Six, the Alien you play in the 2010 game. Part of an experiment to acquire more Chestbursters, WY sets up special containers for some chestbursters to be safety contained. However, the WY mooks sent into the lab realize that Specimen Six isn't in its container. The mooks get closer to examine the corpse host, when Six jumps out of the host's mouth. This act impresses Weyland so much that he prevents the head scientist from flash-freezing the lab, saying "I like this one!". It gets even better if the player notices that you see Six burrow back in before the mooks do.
The Rookie from the 2010 game manages to wake up from being passed out, then proceeds to fight his way through the Alien hive, killing the Queen and causing the facility to catch fire. And that's only the second level of his story.
The player Predator in the 2010 game, "Dark", eventually stumbles upon artifacts of the very first Alien hunt that the Predator's engaged in; retrieving a ceremonial mask belonging to an ancient Predator of great renown, fights his way through a Weyland-Yutani facility in order to retrieve that Predator's wrist bracer, and uses it to destroy the Predator temple that Weyland Yutani's base had been built on; narrowly escaping after killing a predalien.