Since it's not mentioned often, the soundtrack for the game should get an award. Each individual song has a way of amplifying the atmosphere, making you feel what Six is going through and also making the game feel even more frightening.
While Six can't fight back, she relies on her wits and surroundings which giver her a great advantage over her larger pursuers.
After the Janitor stalks and chases Six throughout his lair, she eventually outwits him by having both of his arms, his only means of traveling the Maw, CUT OFF via garage door.
Escaping the massive wave of patrons that attacks you in the end of the Guest Area level. It's just tricky enough to keep ahead of them and maneuver through the obstacles in your path that it feels immensely satisfying to succeed, and of course there's the in-universe awesome of depriving a group of evil, gluttonous guests their prey. At the end of the chase, one of them falls off the ledge and plummets to her deathtrying to get at you.
Six fighting against the Lady and using just a mirror to attack her.
The ending is both this and Nightmare Fuel. After defeating and devouring the Lady, Six, who until now has spent the entire game practically defenseless and running for her life, does The Slow Walk towards the exit of the Maw, and in the process comes across a group of the corrupted patrons who have tormented her for so long. They try to lunge at her, but then Six reveals that by devouring the Lady, she inherited her shadow powers, and uses them to slaughter the patrons one by one as she marches on. The game ends with Six finally, finally escaping the Maw and returning to the surface as the Nomes watch in awe.
Little Nightmares is a prime example of Visual Effects of Awesome. Many players react with surprise that what they're seeing when they first take control of Six is not actually a cutscene, and the scene where Six first comes out on the side of the Maw as the customers are boarding is universally regarded with awe.
Secrets of the Maw
The unnamed girl escapee managing to not only escape out the window using a bed sheet ladder that the other children eventually use, but also avoid the medusa eyes and other dangers found in the maw. Unfortunately, she doesn't make it far.
The Runaway Kid killing the granny by pushing a powered on TV into the water where she gets electrocuted for all the times she tried to kill and drown the boy.
It's a Creepy Awesome moment that quickly descends into Tear Jerker, but the shot of the Lady when she finally catches the boy in her Residence, approaching with her mask back on and her arms raised as she exercises her shadow powers on him. It's a very awe-inspiring moment for the villain who was defeated so easily in the main game.