Mina Murray gets one in the first volume; after she slaps Dr. Jekyll to provoke his transformation, Hyde — in full, grotesque form — grabs her hand and looms over her in typical terrifying fashion to inform her of how little he appreciates it. Her response is to politely, calmly and unflinchingly inform him that he is hurting her hand and that she would very much appreciate it if he were to let her go. Much to everyone's surprise — including Hyde's — he does so.
The Air-War between the respective 'armies' of Fu Manchu and Professor Moriarty at the end of the first volume.
Mina facing down Moriarty.
Especially satisfying when she makes Moriarty 'fall into the sky' after taking out his ship's Cavorite power source following his 'smelly little lesbian' remark.
Allan taking out Moriarty's men, and snapping Mina out of her trance so she could take down Moriarty.
Hyde attacking a Martian War Machine singlehandedly.
This surely requires elaboration. The tripods are preparing to cross London bridge, the government are preparing to launch a weapon of last resort, but might not have the time. Edward Hyde, blood knight that he is, volunteers to slow them down by engaging them directly. After a tear jerking farewell to Mina, he saunters down the bridge to meet the first, singing a jaunty tune... and gets crisped. A moment or two pass where it looks like he'd failed, only he gets up and charges at the tripod, mad as all get out, and breaks a tripod's leg off, toppling it and ripping the hatch open. He then proceeds to devour the martian piloting the thing, which makes noises that can only be martian screams of terror.
Made even more awesome by the Martians' terrified nuking of him directly thereafter and Nemo's comment that we may never know if the aliens had emotions originally but Hyde certainly taught them fear.
Surely we cannot forget Hyde's brutal domination of Hawely Griffin! Sure, the scene was 100% fearsome, but to watch that smug little bastard finally get his just desserts was most satisfying.
This also follows Hyde essentially trolling Griffin with a perfectly placed lie in the first volume; The others are, essentially, helpless against Griffin. But Hyde? Hyde can actually see the little bastard.
Nemo rescuing Jimmy Gray.
Nemo, after finding out that Hyde (brutally) murdered Griffin, tries to kill him with just his sword without giving it a second thought. That took serious guts considering he and everyone knows what type of monster Hyde is, such as being able to take down a tripod single handily.
The Black Dossier
The entire space-port sequence in the Black Dossier for the rejuvenated Alan Quatermain. In short order, he knees Bulldog Drummond in the groin, slams a suitcase into Emma Peel's face, and blows up the car James F-ing Bond is pursuing him and Mina in with a well-aimed shot of his elephant gun. One gets the feeling that Alan Moore thought the "British adventure hero" archetype peaked with Quatermain, and he wanted to make a point of this by showing him to be superior to his "successors".
Not to mention the awesomely-designed Raygun Gothic spaceships that they end up hijacking to escape. The '50s sci-fi Scenery Porn in that whole sequence is practically worth the full price of the book.
This is pretty much stated outright the first time Quatermain and Murray beat up Bond (which is a moment of awesome itself); Quatermain looks down at the prone form of Bond and is prompted to sneer:
Quatermain: So this is what it's come to? The British adventure hero? Pathetic.
The whole lead-in to that scene is fairly awesome too. Mina (posing as a parody of a Bond girl) plays up the whole Distressed Damsel angle convincingly as Bond moves in close and tries to have his way with her. She's protesting feebly, looking as helpless as can be...then she knocks him out cold with one smack across the face with her purse. Then, as Bond's lying on the floor with a busted jaw, Mina's purse falls open...and we see that she was hiding a brick in her purse the whole time.
Right at the end of "Black Dossier", Alan Moore suddenly proved that all of fiction means all of fiction, when Allan and Mina are rescued by a blimp piloted by The Gollywog. The look of confused, childlike awe on Bulldog Drummond's face is a thing of beauty like unto no other.
Janni, disgraced after her rape, deciding that she had enough and fired the flare gun to the night sky. It made the most glorious giant firework. This signaled the crews of the Nautilus that she accepted her father's last offer to captain the ship, and the next day they arrived in a rescue/looting mission.
Made even cooler by how all of it is built up by a rewritten version of Pirate Jenny. Imagine this song ending with a hundred cannons firing.
Mina's drug trip and battle with Haddo on the astral plane. So off the wall, so many references, and the most colourful scenes ever seen in the series thus far. The fact that it's scored by a reworked 'Sympathy for the Devil' also helps.