The scene where Gromit takes the bullet meant for the cornered Were-Rabbit Wallace. Victor loads the Golden Carrot into the gun and fires, blasting himself backwards. Were-Rabbit Wallace cringes away. Gromit's ears shoot up in alarm. Then his eyebrows lower in a determined squint. He speeds towards the scene, swings into the path of the bullet with a rope from a flagpole, and takes it right in the side of the airplane.
Following this, when Gromit accidentally lets go of the rope he's holding, Gromit's plane starts to fall out of the air, leading Wallace to jump on and break it's fall, seemingly pulling a Heroic Sacrifice.
Lady Tottington's final scene with Victor. "Consider yourself dumped."