I know there are so many, but only 2 stick out right now.
WWF Warzone - My best friend and I had an amazing match between Bret Hart and HBK, so many close falls and both were down to no life. I went to run in for a Hart Attack so I could lock on the Sharpshooter, but he landed a drop kick and got the pin. Wanted to be furious as that was supposed to be vengeance for Montreal but it was such an awesome match we were just so happy.
Gears of War 1-3 - Just playing the entire series with my brother, it was probably the last time we will ever sit down and play a whole series of games together like that as he moved away some time between playing 2 and 3 and we would play 3 in bursts when he came back around. Especially with the whole brothers theme of GOW3...I know it's a few years old now, but still
when Dom dies it took a lot of the Thunder out of the whole experience for us. We just kind of wanted to quit especially since he was Josh's character throughout the series. We just kind of went through the motions to complete the last 1/3 of the game, but the whole series was a great bonding experience.