Duck saving an entire train of passengers from 20-car runaway train. The dialogue afterwards says it all:
Barber: "I didn't know you were a brave engine." Duck: "That's alright, sir, I didn't know either."
The Twin Engines
In "The Missing Coach", after Gordon and Henry made fun of Donald and Douglas' whistles, the twins come up to them one of each side, telling them off, making them shudder. Yes, Gordon and Henry, two of the biggest engines on Sodor, were intimidated by two twin tender engines from Scotland.
In "Devil's Back", No 6, (who lost his name "Lord Harry" due to recklessness) becomes a determinator in the face of a gale when he is sent out to rescue some injured mountain climbers.
The Truck lurched and swayed as the wind tore at it. It whimpered and groaned as though in pain. "She wants to go back," thought No. 6. And so do I; but we can't. The Manager's relying on me to save those climbers. We must go through - we must! We must!"
And he does it too, saving the lives of the injured climbers, and earning the name "Patrick" after one of the climbers he helped rescue.
Main Line Engines
In "Edward's Exploit", when Edward gets the train rolling again despite his broken crankpins. The passengers cheer when he arrives at the station, even though he's late.
Henry in "Super Rescue" - Henry, who's had a regulator failure and can only run on his reverser, happens upon D199 (an arrogant ass who had called the steam engines outdated earlier) and D7101, both failed at the same signal box, and D7101's passengers are starting to get restless. They ask Henry if he thinks he can get them moving again... and he does, pulling D199's tanker train and D7101's passengers, along with both broken locomotives (with only D7101 making some attempt to lighten the load), all while only able to reverse! D199 gets sent away, and D7101, now named Bear and numbered D3, ends up joining the NWR and becoming fast friends with Henry.
Really Useful Engines
Thomas, Percy, and Duck pulling the Express Coaches in "Triple Header". While they weren't able to reach to their destination due to the coaches being heavy, it was still a valiant effort put in by three tank engines.