"The Kingmaker", a 5th Doctor tale, has the Doctor trying to write a book on the mysteries of history, lest he be killed by a robot forcing the Doctor to write said book. Somehow, this all ends up with Richard the III trying to kill ol' Bill Shakespeare for writing slanderous material based on him... but not before the robot winds up chasing after Shakespeare and demanding a new draft for The Tempest. Hilariously, the end result of all this is that Shakespeare dies 100 years before he was born, forcing King Richard the III to take up playwriting in the 1600s. Oh, and we get numerous references to the Ninth Doctor and the Master. And it really works.
"The Brotherhood of the Daleks". Six and Charley against... Communist Daleks.
"Davros" is one long MoA for you-know-who. He starts the story off freaking DEAD, and by the end he's taken over the galaxy's biggest corporation, pretended to be a Woobie to enlist the help of the CEO's wife in taking over the company, reduced the galactic stock market to a simple, foolproof equation and held the economy hostage by threatening to release said equation to everyone, and dropped a nuclear bomb on the Doctor.note Of course it doesnt work, but still.Magnificent. Bastard.
Also in "Davros", Kimberly Todd gets a big one that rivals those of the title character himself. Near the end, she is held hostage by Davros using his poison injector that was giving to him so that he could Mercy Kill himself back on Skaro. She is kept on a spaceship, which the Doctor and Lorraine are trying to keep inside the planet so that Davros cannot escape and destroy the economy with his equation. However, Davros is working to bypass that safeguard the Doctor is using, while the Doctor hesitates to crash the ship because of he. So what does she do? She grabs the injector, shoots herself with it, all while calling Davros a weak coward who paints his fear of death as bravery instead of what it really is. Her sacrifice allows the Doctor to destroy the ship, stopping Davros. Wow, what a way to go.
In "Lucie Miller", Susan, Alex, and Lucie attack a Dalek fleet with nuclear submarines. And win.
In "Heroes of Sontar", Tegan launches a crippled Sontaran warship by firing all of its weapons, buried in the ground, at once as makeshift rockets. Turning the craft into a nearly uncontrolled cannonball that lacks even the most rudimentary safety devices. She and all the occupants still survive.
"Spare Parts": After spending half the story trying to get himself and Nyssa off Mondas as quickly as possible, the Doctor gives in to Nyssa's pleas to save the doomed population from cyber-conversion. When she asks him what happened to never changing history, he says he reckons history's old enough to look after herself, and proceeds to save the entire planet of Mondas. Temporarily, at least.
"Phobos": When facing a monster that feeds on adrenaline but is harmed by actual fear, the Eighth Doctor conquers it effortlessly by showing it his own mind. The whole Crowning Moment of Awesome takes several minutes, with the Doctor continuously mocking the monster throughout. Oh, and he does it while bungee jumping into the monster's transdimensional portal.
Iíve seen entire species destroyed, civilizations left in ruins. Iíve witnessed solar systems vanish in the twinkling of an eye. Iíve seen things that would freeze your blood... So donít threaten me, donít ever threaten me. [...] My real fear is the things I don't enjoy. The things I've seen and never want to see again. [...] Now, entity, what can I show you... let's start with evil from the dawn of time, and go on from there, shall we? [...] I wouldn't make these things up — I couldn't! I saw them all! [...] Well, evil from the past is one thing. But I have seen the future, too... [...] Wouldn't you like to see what's coming? It scares the living daylights out of me. I wonder what it'll do to you. [...] Oh, no, wait-wait-wait! There's worse than that! There are the things that I am afraid I might do one day.
"Doctor Who And The Pirates or The Lass That Lost A Sailor" starts out as a silly made-up tale, becomes sillier by the minute, and suddenly takes a nose dive into extremely serious drama as the whole story turns out to be (mostly) real. Evelyn can't go on, because the experience was too traumatic. The Sixth Doctor's solution? Turn the story into a Gilbert and Sullivan musical to cheer Evelyn up. And yes, he sings a fantasticMajor General Song. And in the end, by telling the story, they accomplish exactly what they wanted: prevent the suicide of Evelyn's student.
"The Shadow Of The Scourge": Ace faces an Eldritch Abomination colony which feeds on people's fears by talking to them. Without even making a fuss about it, Ace immediately decides to have someone destroy her ear drums (knowing the TARDIS medbay can just fix her up later) so she can get on with saving the world.
In that same story, Bernice Summerfield and the Seventh Doctor fight against said Eldritch Abomination colony inside the Doctor's mind. He kicks her out when it gets too dangerous. She responds by jumping right back in.
"The Juggernauts": Mel Bush makes Davros beg for mercy.
"The Emerald Tiger": Tegan is on a train about to hurtle over a canyon into an uncharted valley with no means of escape. For the whole of the next episode, she is thought dead, provoking some heartbreaking reactions from the Doctor and Nyssa; then, at the end, she turns upon the back of an elephant just having saved everyone else's lives. It turns out, she escaped by unlocking the TARDIS and climbing inside while in freefall. She later commented that it was worse than a dodgem car.
"Other Lives": C'rizz is deeply humiliated and enslaved as part of a freak show. It's all played for laughs, since the entire episode is a happy little comedy. In the middle of the plot's resolution, C'rizz sneaks off, goes back to the guy who enslaved him, breaks his spine and rips out his eyes. Because no matter how much the Doctor treats him as a regular companion, C'rizz really, really isn't.
"Storm Warning": Lord Tamworth fights and wins against a creature created only to destroy life using Good Old Fisticuffs.
"The Light at the End": The climax, in which the Fourth and Eighth Doctors trick the Master into explaining his plan, enabling the Fifth, Sixth, and Seventh Doctors to go back in time to prevent it from succeeding. The Master then discovers eight Doctors in eight TARDISes surrounding his and ready to Time Ram him.
"Afterlife": The Seventh Doctor, having just finished his "war" with the Elder Gods in Gods & Monsters, is banishing a fire elemental that made the mistake of toying with the sort-of-but-not-anymore dead!Hex's memories, and decides to use her to send a warning back to her cohorts.
The Doctor: Hurts, doesn't it? Finnegan: Doctor, pity me! The Doctor: FEAR. ME. Finnegan: Wha- what? The Doctor: Tell this to your gods when they punish you, when they stretch you on the neutron rack: I'm still here. Finnegan: But you, you're one little man! The Doctor: I'm not a man, not a human being. I am a complex space-time event. I am Lord President of Gallifrey. The traveler from beyond time. I am the Sandman! The Oncoming Storm! I am the Ka Faraq Gatri, Destroyer of Worlds! And sometimes, only sometimes, I am your worst nightmare! I am the Doctor, and I take care of my friends.
Not really a Big Finish example, but nevertheless awesome. In the prequel mini-sode to the 50th Anniversary Special, The Night of The Doctor, the Eighth Doctor says the names of all of his companions before he dies, calling them his companions and saluting them. Through this, the entirety of the Big Finish Doctor Who expanded universe is now CANON IN THE TV SERIES AS WELL!!!