Upon beating each of the Koopalings' fortresses, a humorous cutscene is shown of Mario destroying the fortress he's just spent hell getting through. Normally he just blows it up, but after beating Larry's fortress (the seventh and final fortress), Mario picks the fortress out of the ground and drop-kicks it. No wonder we didn't hear from the Koopalings for so long... note Actually, their last appearance would be in Yoshi's Safari, but that's another story...
Fortress #2 is also awesomely destroyed, namely by Mario simply repeatedly kicking it until it crumbles to the ground.
Yoshi has a few:
In "Fire Sale", he faces his fear of water to save his friends and Mama Fireplant from Kootie Pie's Ice Palace mere seconds before it collapses.
He also overcomes his fear of ghosts in "Ghosts 'R' Us" to save his friends from Wizardheimer's haunted house.
Two in "A Little Learning":
When Hip and Hop tease Oogtar, Yoshi pulls the stool Hip is standing on, causing him to fall face first into his volcano project.
Also when the giant Piranha Plant eats King Koopa, Hip and Hop, Yoshi boldly prevents them from going any further by swallowing the plant (and its "contents") whole.
"Mama Luigi" is one entire episode of awesome for Baby Yoshi. Between eating everything in sight (including Mario temporarily), destroying Koopa's Castle, and pretty much saving the Princess without much effort from Mario and Luigi, yeah, Luigi's story about Yoshi is awesome.
Also, with all the goofy dialogue in the episode, the line from King Koopa "I can build another castle, but you can't build another princess" actually sounds pretty cool.
The fight scene between Mario and King Koopa in "Send in the Clown" where Koopa uses his Koopa Clown Car with the Princess in tow, complete with a remix of the final boss music from the game.
Koopa even has a moment in "King Scoopa Koopa" when he absconds with the money he scammed from the cave people after his restaurant is shut down.
After putting up with Kootie Pie's abuse in "Fire Sale", a Koopa Troopa minion refuses to help her when she's stuck in a block of ice.