Max gets shot in the leg then one of his arms ran over. Seems like he's about to be finished by Bubba. Max not only has the strength to shoot Bubba but then raises up and limps towards Toecutter who quickly drives off in fear.
"The chain in those handcuffs is high-tensile steel. It'd take you ten minutes to hack through it with this. Now, if you're lucky, you could hack through your ankle in five minutes. Go."
The whole opening chase, particularly Max beating the Nightrider in a chicken race.
Even better, that sequence, and the film as a whole, is a shining example of what a filmmaker can do on a low budget to make a thrilling and intelligent film with sufficient artistic talent.
The climatic chase as Lord Humungus' horde pursue the oil tanker driven by Max. Arguably the most memorable part of the entire series.
Not to mention The Reveal at the very end of the pursuit: There is no oil in the tanker that Lord Humungus went through so much trouble to capture.
During the chase one of the gang members on a motorcycle collides with a car and is launched off the bike tumbling end over end through the air. This breathtaking stunt was actually performed improperly, with the impressive tumbling resulting in a broken leg for the stuntman, but was left in the final cut due to the awesomeness.
The Gyro Captain getting the drop on Max when they first meet, looking to steal the gas from Max's Cool Car. Max tries to trick him and reach for a weapon under the car, but the Captain is smart enough to figure "A fellah, a quick fellah, might have a weapon under there." And then Max's dog gets the drop on the Captain.