spoilers ahead if you haven't watched Game of Thrones i highly recommend it.
My favorite scene was in the episode ''Battle of the Bastards'' the part right after Jon Snows half brother got killed(i forget his name) and he's running towards Ramsay Boltons army and right before he gets hit his army collides with them.
The way it was filmed with him in that hell with the horses bolting past him, and him doing what he can on foot slashing guys off there horses. And blood and gore flying through the air just intensified this scene immensely. And the noises ahhh the noises, the whinnying of horses, men shouting and the clashing of steel against steel.
Yeah definitely my favorite scene in Game of Thrones just one of the many incredible moments that show has to offer.