In the final chapter of Watchmen, Nite Owl, still trying to make sense of the huge Batman Gambit that Ozymandias pulled off (thirty-five minutes ago), tries to explain to him that one part of his plan—where he staged his own assassination attempt—couldn't have worked because the assassin might have shot him first instead of his secretary. Ozymandias just innocently smiles and says "Well, I supposed I would have had to catch the bullet, wouldn't I?" Nite Owl finds the very idea of this ludicrous. Later, after Ozymandias vaporizes Dr. Manhattan, Silk Spectre shoots him. As she approaches his body, his hand opens and she discovers that he caught the bullet!
Something of a subversion - after doing it, Ozymandias admits that he didn't actually know if he could do so. On the other hand, one bit much earlier on mentions that he used to boast he probably could do it.
Empowered's embarrassing and apparently useless parlor trick of turning her suit invisible is demonstrated in a one-off story from the first volume (she is not affected, cannot wear anything over or under it, and was trying to affect only her mask instead of everything but). Turns out it had a use after all, some volumes later.
In Preacher, the main character learns to fight with Jody, the bastard. That skill is used often in the series, in fact, once he doesn't even think about using his special abilities.
Mega Man's Sonic Shot in Worlds Collide is instrumental in restoring Sonic's roboticized friends to normal, as well as destroying Eggman and Wily's super-powered mecha when using Super Sonic as a projectile.