At the intro of the third game, when Bentley says "It's the crime of the century and 'the ball's' in motion"
How Bentley gets rid of Black Baron's zeppelins for the fight against him? By cutting them down using blades of local windmills as shurikens of course!
Penelope fighting LeFwee. Once Bentley's down, she goes onto the mast and points a sword at LeFwee, stating "No one touches that turtle, but me." Then she proceeds to fight him on top of a mast and then she defeats him by making him fall to the water and get eaten by sharks.
Posthumous one goes to Sly's dad, for inventing a technique to slide on laser beams. Sly even lampshades how absurdly awesome it is!
Murray's departure from his pacifism, after seeing Don Octavio knock Bentley out of his wheelchair.
Murray: (After a little Angrish) That does it! *Tears off his ceremonial necklace* I'll floss my teeth with your spine! *DECKS Octavio but good* The Murray returns!
Carmelita showing up at the end to help defeat Doctor M. Think about it: the final level in the Cooper Vault is one of the series' most grueling platforming sequences of the whole game, if not the series. A gauntlet of tricks and and traps, designed by Coopers, for Coopers. Doctor M probably had to pull out every mechanical gizmo and gimmick he had on hand to traverse the place, not to mention his prior knowledge and experience with Sly's father. But Carmelita? She got through that place on her own! This demonstrates two things: A. Carmelita's renowned position as a Determinator, and B. Why Sly is so enamored with her: she's almost exactly as good as him! She's the one person who challenges him! She might be a cop, but she is just as skilled as a master thief.
The mission "Lemon Rage" in the second level: after going through a little lemonade mini-game, it then becomes our all-out brawl. Just our three main characters, back to back and kicking ass.
The whole final chapter. It doesn't have a hub world, but instead plays as a continuous string of missions, akin to the first game's finale. It has missions for all playable characters (except for Panda King, and Murray and Bentley's mission is a tag-team one), lets the player battle all kinds of ridiculous monsters Dr. M has created to protect his island, tells more about Sly's father, lets the player get into the Cooper's Vault where the player is required to use pretty much every climb and sneak move he has learned during the game and even a brand new laser sliding one, and finally, gives Sly a chance to get together with Carmelita by him faking amnesia.