The ending to Portal 2 when the Companion cube is thrown out after Chell. In his own words: "YES!!!"
During Alpha Protocol, some of the shots he makes (with a dodgy controller, too) are pretty damned impressive. Lamp Shaded by BDF who points out that the shots are doing a good job of making him look Bad Ass.
During the Fable 3 playthrough there's the following exchange.
'Mercenary: Watch out for the mangy cur!
BDF: *promptly shoots said mercenary in the head* His name is Peter.
" My name is Burning Dog Face, and I bring the light with me. Iíve faced down the literal definition of evil. iíve faced down the horrors of heaven and hell... Iíve fought zombies who wanted to turn me inside out. I am the light bringer and I stand against the darkness."