Basically, anytime YOU as the player finally beat that one boss that took several tries to beat (Which is a lot).
Sort of an off-screen example, but it's never stated just how long the Chosen Undead has been sitting in the Asylum before Oscar came along. It's very possible that they've been rotting away (literally) in some gods-forsaken cell, alone, for decades, maybe even centuries, and never went Hollow. The amount of willpower that would take is unimaginable.
Oh it is very imaginable, as anyone who beat the game will tell you. And it puts your trails through Lordran in a new light, if the Chosen Undead has such an unbreakable will as to resist going hollow for god knows how long, then going through Lordran and pulling through all the crap it puts you is no challenge at all.
Hawkeye Gough, retired and blind, aids you by picking up his massive bow and sniping the black dragon Kalameet and grounding him so that you can have a fair fight with him
The Boss Battle against Sif!
If you can catch it, Sif and Artorias are using the same moveset. Sif, a Big, Badass Wolf, using the same moveset as the Master Swordsman Artorias. Let it sink in.
Siegmeyer, whom you were helping throughout half of the game, charges at the demons trapping both of you in the pit with his Zweihander and absolutely epic Battle Cry, then casually takes a nap after they are defeated. Bonus points for doing this to help you get out of the pit as the return for your help. Extra bonus points for being the only NPC who fights by your side not as the phantom, but in his own flesh.
Think about this for a second. Siegmeyer is the one npc willing to put his life on the line for you, since as a phantom your physical body can't be harmed. Now meet us over on the Tearjerker page.
After Knight Lautrec kills Anastacia of Astora and shuts down the Firelink Shrine bonfire, it is insanely satisfying to take the Black Eye Orb, track the bastard down in Anor Londo, and make him and his companions pay.
Any time you see the clever trap or ambush that was intended to take you out BEFORE it gets sprung on you, and turning that trap to your advantage, the first time you enter the area.
You can foil a great many ambushes if, instead of rushing towards that fleeing enemy, or that shining glimmer of an item, you stop, turn the camera about, and take a look at your surroundings. Turning the tables on an enemy ambush is always insanely satisfying.
Especially spotting the trap floors in Sen's Fortress before you trigger the arrows, and then lure the snakemen into the firing line. Done ight, and you can make Sen's Fortress do all your work for you!
Against certain bosses, if you use a shield to block a powerful attack, if your stamina is high enough to take the blow, you are flung bodily, do a back flip, and land on your feet, with your shield still up. No matter how many times you see it, it is still insanely badass to watch.
Escaping the Gaping Dragon's grab attack. Let's explain: The Gaping Dragon's grab consists of the thing grabbing you, stuffing you into its immense, tooth-filled maw, and then chewing on you. And you can survive it. Probably with only a sliver of health, but still.
Beating the game.
Moreover, the Dark Lord ending is insanely satisfying! You've been through hell and back, killing gods and overpowered beings all over the place, and have risen humanity up to the final power, and at the core of it all is you, the dark hero. You earned that role.
How about the fact that even this long after release, new and impressively imaginative content is still being produced? after all this time, most recent games start to reach the end of their lifespan. Dark Souls appears to still be in the prime of it's life. Take Tanooki Suit's song "Lordvessel" for example.