The nature of the games doesn't allow for much of these, but the final boss of Subterranean Animism easily counts. You're fighting a fusion-powered Hell Raven above a respectably huge artificial sun whilst dodging other artificial suns, all accompanied by an incredibly epic Crowning Music of Awesome. Notable in that actually beating her is just as much a CMOA for you as it is for the character you play as.
It's so awesome that the Nico Nico Douga users have created a 3D movie of Reimu's fight against Utsuho, see it here
There are enough example of awesome bosses in the series for its own page.
Cirno's goal is to be the strongest. She's the weakest species in a land of uber-powered gods and monsters. She's the Butt Monkey. Everyone tells her "Not a chance". HOWEVER! Eiki's dialogue in Phantasmagoria of Flower View, and Fairy Wars in general indicates that she's succeeding in becoming, at least, far more than any fairy has ever been. That's right: Screw Destiny; screw what anybody else says; screw reality; and most of all, screw common sense. In a land where the impossible is possible; Cirno strives for beyond Beyond the Impossible. Keep plugging, Cirno. We're rooting for you.