[Barry the Sprout]

Here are the ones I can think of off hand:

The final scene from Heat, with DeNiro dying and Pacino holding his hand. From the point where Macauley decides to kill Wayne Grohl through to the end that film is absolutely superb.

Predator already has a mention in this thread, but the scene I like is afer the failed attempt at trapping the predator - with "Mac" stumbling through the forest mumbling: "Gonna have me some fun... gonna have me some fun..." under his breath. Don't know why - I just like it.

Paul Owen being killed in American Psycho. Its brutal, but also hilarious.

Dog's gang holding up the posh hippies in Lock, Stock, and Two Smoking Barrels. "Will everyone just stop getting shot!".

The scattering of Donnie's ashes in The Big Lebowski. The laughter in that scene is horribly guilty I find as even forgetting Donnie's death there's a really touching moment between The Dude and Walter.

While I'm on Coen films I'll go for the hotel fire scene from Barton Fink. John Goodman running down the corridor screaming: "I will show you the life of the mind!", is just excellent.

There are probably lots that I'll think of and wish I'd included, but I'd better stop there for now.