The entire team in "Hogan Gives A Birthday Party." They kidnap a Nazi general, steal a German bomber, bomb a refinery and parachute out back to camp. Bonus points for the general being the one who actually shot down Hogan in the first place, and for making Schultz, of all people, parachute out as well.
Team Hogan steals a tank from the Third Panzer Division, drives it into Stalag 13 with one of them in SS uniform, disassembles it, blueprints it, reassembles it, and returns it. Everything about that episode is made of pure win, especially poor Schultz's protestations that he knows nothing about the tank the team hid in their barracks.
Schultz, disguised as a general, scaring the pants off a couple of Gestapo agents and sending them fleeing out the door. Being completely drunk probably helped his acting skills.
Carter's accidental infiltration of the German army. He gets his hands on the recaptured dynamite but not the detonator box, so he instead blows up the bridge with a stolen German tank. When Carter drops the Idiot Ball, he can get pretty awesome.
Strangely enough, Carter changes between "total ditz" and "tactical destructive genius" depending on whether he's wearing a German uniform. And whether it's funny.
Kinchloe's boxing match against Battlin' Bruno. Bruno has metal hidden in his boxing gloves and Kinchloe (by far the better boxer) has to stall but not defeat him until LeBeau has finished raiding Klink's office while the Germans are distracted. Once LeBeau returns he wipes the floor with Bruno—only for Hogan to declare the unconscious Bruno the winner the second after. This both technically lets Bruno win and keeps anyone from getting shot, and clearly shows the Americans won at the same time.
Then there's a meta-CMOA. At the time the show was broadcast, many Southern networks would air shows with the black characters edited out to avoid offending delicate sensitivities. However, the black Sgt. Kinchloe was made such a prominent character that it was impossible to cut him out and still have a comprehensible episode, so Hogan's Heroes was never deblackified.
Ditto with Sergeant Baker from Season 6, and several black extras in the background during the whole show.
"Praise the Fuhrer and Pass the Ammunition" has a sadistic general toss what appears to be a live grenade at Hogan and his men. As everyone else, including Schultz and Klink, dives for cover, Hogan remains standing—he identified it as a dud. Deutsch asks how he knew.
Hogan: If it were a live grenade, you would have been the first to run. You see, you and I both know that you're not a member of a super race.
Deutsch: After our war games, I shall teach you respect for the SS.
Hogan: I doubt it.
Bob Crane was a highly skilled drummer. In the episode "Look at the Pretty Snowflakes," Colonel Hogan plays an impressive drum solo for the song "Cherokee" in an attempt to cause an avalanche, joined by the other Heroes. Even cooler was the fact that their legs had been chained together before they could reach the instruments, but this didn't stop them.
"Klink vs. the Gonculator" had the word "gonculator" enter actual usage, adopted by computer geek-types as jargon to denote their least favorite piece of hardware, and its spelling changed to "gonkulator".
Klink got one in "Will the Real Adolf Please Stand Up?" when, albeit for the wrong reasons, he correctly deduced Hogan's scheme as a pack of lies and tightened security to the degree that they had to use something as big as a Hitler impersonation to win the day.
He also correctly deduced that a Field Marshall's kidnapping in "The General Swap" was too implausible to be real, and if he hadn't made the mistake of voicing his suspicions to Hogan at the very end of the episode, there would have been a lot of trouble. The awesomeness comes from the fact that this one of the rare times Klink played the Only Sane Man for the Germans. Burkhalter was fooled.
Carter's Hitler impersonation in "Will the Real Adolf Please Stand Up".
All of the heroes' schemes should fall under this but some mention should be given to "The Meister Spy". Hogan pretends to be an intelligence officer, fake kidnaps a spy to Berlin, and fools him into thinking that Klink's office is Hitler's summer weekend office, all so that he could get the guy to reveal his contact. The best part comes from him convincing Klink and Schultz that the spy is crazy (and not a spy).
Hogan(to Schultz): I found him rearranging the office because he thinks Hitler is in the next room.
Sergeant Baker sprays Hochstetter with a fire hose in "It's Dynamite!"
"Diamonds in the Rough": A ruthless Gestapo officer, who even kills his lover after she is no longer useful to him, who has an incredibly dangerously complete grasp of Hogan's operations, nevertheless underestimates Hogan as he falls straight for the Batman Gambit Hogan has set up, which neatly eliminates the problem and paints Klink as the efficient Kommandant Berlin believes he is.
In "Art for Hogan's Sake", Schultz actually manages to intimidate a Gestapo officer as he pretends to be a General in the Wehrmacht seeing his girlfriend.