Jacques using the bike to reach the sailing Genma Ship.
Samanosuke use the Oni Army Globe to summon a huge army of ethereal Oni soldiers which engage the Genma Army in battle. And you fight your way across the battlefield towards Azuchi Castle while an epic tune plays. The fact that you're using Jean Reno makes it more awesome.
The final boss battle against Nobunaga. Especially when Samanosuke finally seals him away forever.
"Samanosuke... kick his ass."
Jacques' revenge on Ranmaru after the latter mortally wounds Henri. To elaborate - he punches him to death.
Samanosuke's assualt on Guildenstern's lab at the zoo, in order to rescue Michelle and Henri.
Samanosuke vs. Gargant. Full stop. Heck, the entire opening FMV qualifies.
Everything about Roberto's introduction. To give you an idea: it starts with him calmly reading a book despite being in a dungeon run by literal demons, he then casually rips a huge iron chain out of the ground that was supposed to keep him in his cell, and ends with him getting ready to battle Soki with his bare hands and refusing a weapon as he says: "I don't play with toys." Awesome