The tutorial, Rome is under siege, the Emperor is screaming on a balcony for his army to protect him. With Marius leading the proper defense, slaughtering Barbarians, manning giant balista, and even calling in an artillery barrage with catapults.
Anytime you command a testudo formation. Having a whole line of armed-to-the-teeth, stone-cold soldiers holding up a veritable wall of steel is awesome.
Marius's Last Stand against the entire barbarian army in the city of York as he orders his commander to flee and Bring News Back! It takes serious balls for a Roman soldier to tell that to his boss. The rousing music really helps too.
Vitallion's status as a badass was largely an Informed Ability for most of the game, considering all he did was order troops around and get captured and need to be rescued. Then the final mission begins and he leads the charge against Boudica's army, cutting a swath through the barbarians and definitely proving he earned his rank when he kills Boudica's elephant with a single spear through the eye. He manages to fight Boudica one-on-one for quite a while until she kills him.
To wit: Vitallion kills seven men and an elephant in under thirty seconds.
The payoff of the "Ghost Legion" easter egg. It's level 3 after Marius gets shipwrecked. Find three small circles of skulls throughout the level, and when you storm Dover in the next level you can look behind you and see a ghost ship and an army of ghost Romans charging the beach along with you.