Steve punching through a submarine dome has got to be one. Plus the fact that he caught the sub by swimming after it.
During boot camp, when Phillips tosses the fake grenade at the trainees as a Secret Test of Character, Steve doesn't even flinch. He doesn't just jump onto the grenade, he curls up into a ball around it to ensure his body absorbs all the damage. This skinny, frail kid was fully prepared to perform a Heroic Sacrifice without a second thought (compared to the Jerk Jock who cowers behind a truck), and at the same time vindicates Dr. Erskine's faith in him as the only candidate for the super soldier project.
He's still skinny, though.
And if you pay attention, one other person was moving towards the grenade too: Peggy.
Even more importantly, it wasn't a Secret Test of Character. Phillips was trying to make a point that it's physical ability that wins wars, so he was testing their reflexes and ability to react quickly to danger. He didn't even imagine that any of the trainees, least of all Steve, would so unflinchingly react in such a heroic manner.
Also, Steve, when he is neither the Cap yet nor even recruited yet, stands up to the jerk at the theater, and is being brutally beaten, and still attempts to stand up to him, stating that he "can do this all day" when the jerk admonishes him for not giving up. Then Bucky manages to stop the fighting, and then counters the jerk and sends him packing when the latter tries to take a swing at him.
Cap being modest, yet somehow cocky at the same time.
Red Skull: You are deluded, Captain. You pretend to be a simple soldier, but in reality you are just afraid to admit that we have left humanity behind. Unlike you, I embrace it proudly. Without fear! Captain America: Then how come you're running?
A recurring theme between him and Schmidt.
Red Skull: What makes you so special? Captain America: Nothing. I'm just a kid from Brooklyn.
The point of this is to undermine Red Skull's belief that to become an ‹bermensch from the serum when Red Skull himself had not, there must be something special about Steve.
Any moment where Cap is acting as a One-Man Army, punching his way through hordes of Nazis and HYDRA agents, not to mention that entire Montage of him and the Howling Commandos systematically dismantling every HYDRA weapon and base they come across. Seven men manage to go to every WW2 Battlefield and reduce entire bases to absolute rubble. Bases that are the size of modern airports.
Highlights of the Montage include Cap, without any warning, throwing his shield at a HYDRA sniper hidden in a tree. Also, Cap pulling a HYDRA soldier out of a three story tank with one hand, and throwing in a bandoleer of explosives with the other. The final shot of Cap jumping from the exploding tank in slow-motion puts an appropriately badass end to that montage.
Steve yelling for them to keep going with the procedure despite the tremendous pain. "NO, don't! I can do this!"
And right afterwards, Rogers' chamber opens up and with the theme music playing, it is revealed that because of his kind of courage and fortitude demonstrated when it was needed most, the treatment worked perfectly, turning the sickly loser into the ultimate man mountain.
Also, Steve doesn't start screaming until the Vita-Rays are at seventy percent.
And listen carefully - after Steve yells at them to keep going, there is silence from the pod he's in - he's stopped screaming. Balls of steel, right there.
Although it's overshadowed by Steve's courage, Dr. Erskine and Stark jumping to stop the procedure when Steve starts screaming in pain stands in sharp contrast to Schmidt's reckless disregard for not only his safety but Zola's as well when testing the Tesseract earlier in the film.
Cap chasing down Kruger right after being treated with the serum. Barefoot. Armed with nothing but his just-enhanced body raised to the maximum human potential, his Determinator status, his knowledge of the Brooklyn street map, and his wits.
Doubly so when you realize that, at this point, the only superpower he knew he had was above average height.
At one point he runs over broken glass in his bare feet without even slowing down.
Steve's response to whether or not he wants to kill Nazis ("I don't want to kill anyone. I don't like bullies, I don't care where they're from.") is an awesome and believable one for a hero like him. They summed up Cap's entire character in two sentences! Props also to the writers for averting All Germans Are Nazis in the second scene with Erskine and Cap before the procedure, too.
Erskine: So many people forget that the first country the Nazis invaded was their own.
There is when Steve Rogers is presumed lost and Col. Philips is about to lower the boom on Peg Carter for allowing this. Just then, Rogers returns to base, with 400 men, confiscated secret HYDRA weapons and invaluable intelligence that he rescued by himself. At that point, the soldiers, who were jeering Rogers on stage, now cheer him as he shows that he is more than a stage clown, more than a soldier, he is truly Captain America!
After all that Rogers submits himself to Colonel Phillips for disciplinary action. Lawful Good indeed.
The moment Jacques slips underneath a HYDRA truck, attaches a bomb and lets it roll over him unscathed like it's no big deal.
Red Skull: "I have seen the future, Captain! There are no flags!"
Cap: "Not my future!"
Although she's just a little overshadowed by the title character, Peggy Carter gets one or two great moments. One of the more noticeable ones is shooting Kruger's getaway driver in the back of the head. With a pistol. From at least one block away. And right after being knocked partly off-balance by an exploding car, no less.
In her introductory scene, Peggy puts a rude and boorish soldier (who had been mocking Peggy for her British background and gender) in his place by knocking the soldier on his ass.
In the "grenade" scene, she also runs toward it (and Steve).
In the climax, Peggy saves (a shield-less) Cap from a flamethrower-wielding HYDRA mook by gunning the enemy down.
In their first meeting, Red Skull No Sells one of Cap's punches before punching Cap's shield and denting it.
It should be mentioned that this is the prop shield that was part of his stage costume, not the Mighty Shield. Still, being able to bend metal with a punch is pretty badass.
Also a pretty awesome moment for Cap, holding the shield steady enough that the Red Skull puts a fist-shaped indention into the top of the shield. Normally, hitting the top of a shield with that kind of force would just cause it to slam into the other person's face, but not the Captain.
Captain America figuring out SHIELD's ruse with the fake hospital.
It is a measure of Cap's total awesomeness quotient that Nicholas freakin' Fury is deferential to him.
How about Steve clinging onto the fuselage of a mini-bomber as it drops out of the flying wing, prying the canopy open, forcing the pilot to eject, taking his place and piloting it back into the flying wing? Captain America, ladies and gentlemen, who missed class the day they taught what "impossible odds" meant in basic training.
Captain America miss a class, not likely. He just ignored it.
Oh he paid attention, he took notes, he passed with flying colors. He then decided that he would never use that information in the field, because that's just how he rolls.
A moment for the Skull that cements his status as Magnificent Bastard, as well as being no fool at all. During Captain America's rescue mission, when the Skull spots Cap fighting his way in on a security monitor, he immediately (and without otherwise reacting) starts arming and activating the base's self-destruct mechanisms, noting to Arnim Zola that their troopers are obviously outmatched, and thus the smart tactical maneuver is to get out when the getting is good.
Right before Steve jumps out of the airplane to rescue the hostages from the HYDRA base, he has this exchange with Peggy.
Peggy: You can't give me orders!
Steve: The hell I can't. [smiles] I'm a captain.
The entire interrogation sequence between Col. Phillips and Zola, from where Phillips nonchalantly starts eating a delicious steak dinner in front of Zola to make him uncomfortable, and then reveals that he had sent a coded Allied message telling his superiors that Zola has defected. Of course, he tells Zola that he should have nothing to worry about since the message was sent encrypted, unless HYDRA had already managed to break their encryption codes.
"You start running, they'll never let you stop. You stand up, push back."
An early one for Schmidt comes in the very first scene, when a trio of HYDRA soldiers are struggling to no avail to push the lid off a sarcophagus that they think holds the Tesseract - and then Schmidt walks in and shoves it off by himself with minimal effort. It may not be much compared to what happens later in the movie, but it nicely illustrates right off the bat that our Big Bad is no ordinary Nazi.
In addition to all his magnificence and monstrousness, Red Skull has quite possibly the most awesome demise of all the Marvel Cinematic Universe villains, disintegrated in a blinding flash of light and blasted skyward, up through the ceiling of the Valkyrie and out into the vast reaches of the cosmos.
Unless you watched Thor and recognized that as Bifrost teleportation..
Heinz Kruger is pretty awesome. He sneaks into a top secret project he knew about less than a day in advance, posing as someone from the State Department, causes a distraction by detonating explosives disguised as a cigarette case and detonating it with a remote disguised as a zeppo, shoots Erskine, steals the last remaining sample of the serum and takes off, not slowing down even when Peggy shoots him in the shoulder. He's an evil Nazi spy, sure, but you've got to admire his dedication, and his dying moment when he kills himself with a Cyanide Pill to avoid being taken alive.
The POWs, who include future members of the Howling Commandos, get one. They charge unarmed at men with machine guns and disintegrator weapons until they gain a foothold. Highlights include Dugan knocking someone the fuck out with a running punch.
A stealth one: Before going out to rescue the 107th Infantry, Steve mentioned that his USO show and propaganda films had successfully increased War Bond sales by 10%. In World War II, the US Government raised roughly $1 billion over the course of the war just by selling war bonds. Assuming that was evenly distributed across the four years of the war, that means that he raised $25 million dollars for the war effort during the year he spent on the stage rather than on the front lines - which would be about $320 million dollars nowadays. The figure could be higher.
This goes back to the action montage bit but the audience had to wait a full hour and fifteen minutes before Steve finally threw his shield at someone... and it was well worth it!
Man Reading Newspaper[at the recruiting office]: Lotta guys getting killed over there. Kinda makes you think twice about joining, huh?
Steve Rogers: Nope.
Captain America and Red Skull's final battle on the airship. It might have been brief, but after they'd been leading up to it the entire movie, it was very satisfying to see Cap fighting his Arch-Enemy on the big screen.
To give one to Red Skull: he's about the only character in the entire movie that can actually fight Cap one on one.
Any moment with the Howling Commandos. Yes, even the bar scenes. The sense of unity in their diversity serves as a lovely metaphor for the Allied forces of World War II. Plus, y'know, the montage of Nazi destruction at the hands of only five men + Cpt America.
When the Red Skull seems to be abandoning Zola at the exploding factory by escaping in a one man ship, he lets Zola escape in his car. Some what heartwarming, for a Nazi of all people!
The "Star Spangled Man" song. It's uncanny how the song sounds like it fits right in as a propaganda song for the WWII era. Plus, it's proof that once again, Alan Menken is an awesome, awesome composer.
In the same sequence, Steve wears a cheaply made version of the classic Cap costume... and aside from the cheesy mask he looks exactly like Cap from the comics, physique and all. It's sure to make a fanboy smile.
The fact that the filmmakers managed to get a movie called Captain America: The First Avenger to sell well overseas, despite the ongoing perceptions of the USA as Eagleland and movies about Capes doing poorly lately.
Even better, as only four countries decided to omit the "Captain America" from the film's title.
A special mention HAS to go to the visual effects team that shrank Chris Evans to make him look skinny pre-serum. Not only for looking completely realistic without ever dipping into the Uncanny Valley, but for the sheer amount of effort that went into it. Even Roger Ebert was confused as to whether pre-serum or post-serum Rogers belonged to the real Chris Evans!
Chris Evans' portrayal of Captain America. How do you completely sell a patriotic, old-fashioned, stereotypically heroic character like Captain America without falling into narm, self-parody, or smug self-righteousness? Well, we don't know — Chris Evans hasn't told us yet.