During the battle of Vanaheim, Sif saves Thor from getting hit by an arrow by intercepting it with her shield. She barely even looked.
Sif: You're welcome.
A large rock monster appears to challenge the God of Thunder. Thor's response: "I accept your surrender." He then reduces it to rubble. The enemy promptly surrender.
When the giant monster first shows up, every soldier in the battle stops fighting and looks at it suitably intimidated. Then one single Asgardian warrior tries to attack it with his sword. He's instantly beaten, but hey, he tried.
The first time the Aether protects itself, it blasts back several British policemen. This exchange happens:
Policeman: Get away from her! She's dangerous! Thor: [warning glare] So am I.
Frigga fighting Malekith.
She disarms him and elbows him in the face. Hard. Had not Kurse shown up, she probably would have defeated him then and there.
The reveal that Jane is actually an illusion. Loki takes after his mother.
Once Malekith realizes it's an illusion, he asks Frigga where Jane is. Her answer?
Frigga: I will never tell you.
Thor gets points for nailing Malekith in the face with his lightning despite being emotionally distraught from Frigga's death.
Heimdall brings down a Dark Elf ship by himself. With nothing but two daggers and his sword. He's not the first line of defence in Asgard for nothing.
Even better when it's revealed that even Heimdall can't see the ships. He managed to track it down with his ears, follow it a quarter of the way back to Asgard, outrun it, leap onto it, and take it down.
Heimdall once again using Loophole Abuse to help the heroes. After informing Thor that he's duty-bound to report any act of treason against Asgard, we cut to a scene of him summoning Odin and his War Council to inform them about what he's discovered.
Odin: You have called me here on an urgent matter. What is it?
Heimdall: Treason, my lord. Odin: Whose? Heimdall: [Draws his BFS]Mine!
Thor visits Loki in his cell to ask for his help in leaving Asgard. For the first time, he instantly sees through one of Loki's illusions.
The attempt to get Loki out of prison has the Warriors Three, minus Hogun, and Sif getting moments to shine. Sif stands ready to hold off soldiers; sadly, due to injury, the action is only an Offscreen Moment of Awesome. Volstagg pulls his own You Shall Not Pass and knocks down half a dozen warriors. Fandrall takes care of Thor's pursuers with just his fists and hijacks the vessel.
Even better, the reason that they don't hold them off for longer is because they refuse to take down innocents and therefore were holding back. One dare not imagine their power had they chosen to cut loose.
While also funny, it must have taken guts for Jane to slap Loki.
Thor and Loki's plan to trick Malekith: They pretend that Loki is betraying Thor, and wait until after the Aether is removed from Jane before striking back. Again, Out-Gambitted.
Loki heroically throws himself on top of Jane to protect her from the explosion of Aether. Sure, it was All According to Plan, but that doesn't make the action any less awesome.
Although it was brief, seeing Loki take on a squad of dark elves with only a dagger, and a small one at that. Up until this point we haven't really seen Loki in much combat and seeing him effortlessly take out a squad of dark elves proves that he's just as deadly with a weapon as he is with his mind.
Malekith with the Aether. The difference in power and effectiveness is great enough to be a match for Thor.
The entire final battle sequence
Fighting while zapping between realms.
Ian, the film's comic relief, gets one when he saves Darcy from a squad of Dark Elves by snatching up a levitating car and smashing the elves into the ground with it.
Jane trying to save an an unconscious Thor from being crushed by a giant falling spaceship. Extra points because it's not possible to do it in time and she realizes that, but she still keeps dragging him away till the last moment, putting her own life in danger too.
Then Erik saves them both by triggering one last portal and sending the ship back to Svartalfheim... coincidentally dropping it on top of Malekith. Which means Dr. Selvig technically got the kill on the villain.
The Plan with the portals in general - countering Dark Elf Magitek with human super-science and using the very universal imbalance Malekith intended to use to ravage all creation to instead wreak havoc against his troops, literally break apart the eldritch power that made him so powerful and - as said above - teleporting him and his gigantic spaceship to a lonely end all the way across the universe - not to mention triggering a ton of Visual Effects of Awesome. It's this moment, if anything, that counters all of the Asgardians' condescension toward Jane and humans throughout the movie, and proves what Nick Fury was trying to prove in The Avengers: that, if given the chance, humanity can hold its own.
For the villains, we have Kurse vs. Thor. Thor managed to put up a decent fight against Hulk, but Kurse literally pounds him into the dirt with absolutely no trouble, not to mention that Thor's Hammer, which has shown to be able to knock back the Hulk, destroy the Bifrost, take out an entire forest, and pretty much crush everything (except Captain America's shield) literally bounces off his shoulder, and he was able to bat it aside as if it was a fly during their fight.
Loki's defeat of Kurse. He uses his own weapon against him, but Kurse doesn't realize that until after he's been impaled.
It's awesome because he's killing The Dragon, avenging his mother and saving his brother all with one strike.
At first the Asgardian healer is annoyed with Jane asking questions about the instrument they're scanning her with, until Jane correctly guesses what it is and explains how it works, causing the healer to briefly look stunned and give her a noticeable look of approval. Doubles as a Crowning Moment of Funny as Jane then proceeds to snark at the Asgardian's insistence of giving their technology grandiose names.
Jane: That's a Quantum Field Generator, isn't it? Healer: It's a Soul Forge. Jane: Does the "Soul Forge" transfer the molecular energy from one place to another? Healer: [Stunned] Yes? Jane: [Smugly] Quantum Field Generator.
Thor telling Odin who is Loki in disguise that he has chosen to reject the offer of being a king, feeling that he would do more good as a defender of the realms.
The awesomeness that is Loki sitting on the throne of Asgard. In the span of a single movie he switched from a premanent jail cell to the throne.
Infinity Stones. Specifically, that the Tesseract that was so important in Phase 1 and the Aether from this film are two of them.
Crosses a bit with Fridge Horror, but Jaime Alexander (playing Sif) gets a big one for coming out of an accident that easily could have been a Career-Ending Injury. She then went through therapy and went back to shooting stunts in one month.
I injured myself pretty bad. I actually haven't talked about this on camera yet. I herniated a disk in my thoracic spine, dislocated my left shoulder, tore my right rhomboid, and chipped eleven vertebrae. I slipped and fell down something very high, I hurt myself pretty badly and it scared me. I knew when I couldn't get off the ground I was in big trouble. Then, I was okay, but in a lot of pain. The next morning I got in a car to go to the hospital, and I sat in the car and compressed my spine a little bit, and went paralyzed in my right leg and my right hand. So I was in the hospital for a week. But, it was a thing where it was just a swelling thing. Once the swelling went down I was good to go. I did physical rehab for a month, then went back and did some more fight sequences.
Off-screen we have example of Tom Hiddleston coming on in full costume and in character to introduce the Comic-Con footage. The highlight being when the audience begins chanting his (Loki's) name: Hiddleston raises a "shhh" finger to his lips...and they stop, instantly.