Chloe in the third episode of the first game, actually succeeding in turning Penelope into an angel to make it snow by the power of belief. It's notable that in this episode Mackenzie is much less useful than usual, being unable to see the snow fairy Noel because of her maturity—it's actually Chloe's time to shine.
Mackenzie actually having the courage to go up and touch the killer rabbit Karbanog while Dover was standing cowering in fear. Of course, she seemed unable to resist doing so, but she did still keep her cool the entire time.
The climax of the entire second game has the main cast stopping an alien invasion.