Asgardians vs. Frost Giants in Norway. Frost Giants enter, freezing over a whole town. Then suddenly, the Asgardians beam down on Bifröst, and the two massive armies size each other up. Then they charge.
Thor, despite not having his powers & being unaware that he needs to prove himself worthy of holding Mjölnir once again, refuses to leave Sif & the Warriors Three to fight the Destroyer to their deaths whilst he flees with Jane. Hell, he even walks up to the damn thing to try & talk Loki down.
Also a Tearjerker with his speech to Loki. Thor's just so hurt and confused that his brother is doing this, and he seems to think that it's his fault.
At the same time; Jane, Selvig & Darcy's lack of hesitation in deciding that if Thor's staying, so are they.
Sif and the Destroyer have a combined one. First, Sif jumps down and impales the Destroyer through its open face plate just as it's about to fry Volstagg. This is cool enough... but then, the Destroyer reverses its entire body so that it can pull itself up off the spear and take on Sif immediately. It literally rotates around the various grooves on its body.
Volstagg gets one in a deleted scene. After scenting food from at least a block away, he tracks it to two SHIELD agents who are spying on Thor and the others, sneaks up behind them, knocks them out and steals the food in question as he goes. Pretty stealthy for a guy his size.
Thor rampaging his way through the S.H.I.E.L.D. crash site to get to Mjölnir is awesome in and of itself. He goes through the fence, beats up some guys and steals a jacket. Then he goes inside and just beats the crap out of anyone who gets in his way and makes it to Mjölnir. Okay, one guy just beat the ever-loving crap out of a full squad of S.H.I.E.L.D. operatives. That's awesome, but he did it without killinganyone. Thor is a Blood Knight and a Boisterous Bruiser. but he's still The Hero. He just has a lesson to learn.
Loki's best moment in the film: "And your death came by the son of Odin." His other schemes get pretty messed up, but luring the frost giant king into Asgard just to get him into a place where he can be killed is a truly magnificent use of his trickster skills, and you get the sense that's a genuinely sincere moment where he's trying to prove he's fighting for Asgard and his adopted family despite having just found out his heritage.
Realizing that Loki's "There's nothing you can do without defying father" was not at all a slip of the tongue.
Loki stands between a frost giant and a long fall. Loki has a scared look on his face as the giant charges towards him... only to pass right through him and fall to his death. Loki pokes his head out from behind a pillar, and turns off his illusion with a smirk.
Loki freezes Heimdall, not even flinching as his sword inches closer to his neck.
Loki's final scene. He survived being flung into the depths of the universe and drifting through the closing remnants of the Bifröst, to land on earth and begin to investigate what looks like the cosmic cube.
In The Avengers, it appears he didn't actually end up on Earth. Instead it seems he ended up wherever the Tesseract is connected to, and manipulated Selvig through it.
Thor neutralizing Loki by putting the hammer on his chest. And then destroying the Bifröst.
The ends credits sequence, which reveals the path from Earth to Asgard through Yggdrasil while Awesome Music plays.