The reveal of the Japanese intro in its entirety. Batsu's long-awaited appearance in the VS games? Gold Lightan rising out of the rubble and inexplicably making everything explode? Soki and Karas locking blades? Casshan rushing to fight PTX-40A? The epic, long-range stare-down between Morrigan and Doronjo? Across The Border? It really showed that Capcom wasn't messing around with this one.
In Alex's CGoH ending, he gets ambushed by an army of Galactor soldiers. He single-handedly defeats them all while evading their bullets and chopping off an oncoming rocket!
In Gold Lightan's CGoH ending, he decides to learn Shoryuken, in which he uses to destroy a meteor that is about to crash on Earth. He shouts "GOLD SHORYUKEN!" in an epic manner, and after successfully destroying the meteor, he lands on Earth as if nothing happened, creating a huge crater with his eyes shining.
In Jun the Swan's CGoH ending, she hangs out with Capcom gals Chun-Li and Saki. They were then ambushed by punks, yet the three just laughed. Jun just performs a Spinning Bird Kick, knocking the punks out, with Saki and Chun-Li cheering on her for being awesome..
The moment you realize that, after beating Yami for a second time, the theme that starts playing ("The Sun Rises") isn't meant for him, but for you... encouraging you to beat him just like Amaterasu did.
Though Your Mileage May Vary on this one, the moment where Roll (of all people) deals the finishing blow on Yami in his 3rd form counts as a moment of awesome for her! Not to mention it's rather easy to defeat Yami as Roll, seeing as her attacks do quite a bit of damage.