This little moment as Lenny and Carl are discussing plans to take out the bomb:
Lenny(to Carl): But who'd be dumb enough to stay behind while we escape with our lives?
(Cletus walks in, carrying possum)
Cletus(clears throat): Mah time t' shine!
When the mob breaks into the house, Krusty orders Mr Teeny to take out Maggie, who responds by breaking a bottle and daring him to come at her. The monkey immediately runs away scared and they try leaving her alone after that.
After the Simpsons escapes the dome, Lisa and Colin have a heartfelt goodbye... until Bart comes up behind her and taunts "Lisa's got a boy friend, that she'll never see again!" in a mocking sing-song voice. She socks him.
Homer, a relatively overweight (admittedly Acrofatic) man, punching out a soldier with one hit. Given how he's often shown to be a bit of a wimp and coward, it's quite impressive.
Homer and Bart riding a motorcycle on the dome to stop the bomb, which even has a Call-Back to Bart The Daredevil, as they successfully jump Springfield Gorge. There is possible symbolism there, in that the show has finally, finally crossed over into film. Note the double Call-Back in this scene when, after they jump the gorge, the ambulance that crashed after trying to rescue Homer from the gorge in that episode IS STILL THERE.
Maggie knocking out Russ Cargill with a rock.
You have to admit, it took some gumption for Homer to climb the wall of the dome with his superglue-covered hands.
Homer riding the truck and sliding on the snow up to the door.
The Curtain Call credits, proudly showing just how many of the show's beloved characters are played by only a handful of actors. Harry Shearer has no fewer than twelve characters under his name!