Within These Castle Walls at the end of Simon's Quest.
I was young and the game was brutal and if you didn't know where to go, you couldn't just click around on the internet to find what you need within 10 seconds. The game was a long process for me, mapping out every little thing on my own, overcoming some of the difficult areas, falling through countless false floors before learning the game inside and out on my own, and finally hitting the castle. The music hit (and I love the music) and the place is abandoned... just an awesome, eerie descent. Get to the bottom, and the final battle, and of course I had the sad ending because I took so long. I was so impressed with that final part, and the ending.
The bad ending for Star Strike might be there as well, probably the first time a game made me say WHOA but it didn't feel epic and it happened a lot >_>
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Donny: Are they gonna hurt us, Walter?
Walter: No, Donny. These men are cowards.