That moment early in the Soviet campaign, during a briefing for the campaign into Germany. Nadia and Gradenko are arguing their cases before Stalin, then they both go silent and look away nervously as a bald, goateed advisor in a simple business suit steps forward to whisper into Stalin's ear - wait, isthatKane?! It's the point in the Command & Conquer series where Kane went from a charismatic terrorist leader to something much more dangerous.
Any time Nadia makes tea (it's a long story). "Poison?! You BITCH!!"
Followed, of course, by "For the foreseeable future... Comrade Secretary, I am the future."
Stavros' revenge on Stalin at the end of the Allied campaign. Cold is not the word.
The control voiceover does a great Danger Deadpan take on superweapon announcements that really make you go Oh, Crap! when you're on the receiving end:
A-Bomb prepping. A-Bomb launch detected.
MAD Tank deploying.
While Tanya has definitely had some shining moments in her appearances, in the original game Tanya has a mission where she's captured by the Soviets and presumably tortured. She manages, with the help of a spy, to escape captivity and kill an NKVD interrogator, while handcuffed to a chair. And if the in-mission voice-over that plays after you infiltrate her prison with the spy is any indication, she then proceeded to slaughter her way through all of the complex's security troops with nothing but a pair of handguns before she blew it up with a C4 charge.
Allied first level: rescue Albert freakin' Einstein. Tanya shows up laughing. She kills anything you point to. Einstein runs to safety. Cruisers show up. The Soviet base gets shelled into nothing. Battle over.
Counterstrike and Aftermath
The Soviet commando Volkov didn't have such good lines (he used the generic Soviet infantry dialogue), but was a ludicrously badass One-Man ArmySuper Soldier. He fought tanks. He fought Tanya. He fought a battleship. And every time he won single-handedly. In the first mission you use him, he and his dog Chitzkoi are airdropped into a sea of explosive barrels. One Allied soldier sets them all off. He isn't even scratched by the resulting explosions. In fact, he was so overpowered, most of his other appearances has him heavily nerfed so that he's no more durable than Tanya and his weapon is just a Sniper Pistol that one-shots most infantry but is as useless against vehicles as Tanya's handguns are. He's only restored to his original One-Man ArmySuper Soldier power in his canonically last appearance in the Aftermath mission "Deus ex Machina", where the Soviet player has to race against time to recover a compromised Volkov from Allied hands, otherwise the objective will change to destroying the Soviet commando (which, given he's no longer nerfed, is easier said than done). Of course, in the latter case, success would be an Awesome Moment for the players themselves, since they've gone against a Purposefully Overpowered unit that can single-handedly devastate whole armies and won.