Hell, the opening scene of this game counts as one for Nero. He takes on a massive horde of demons on his way to the opera house so he can see Kyrie sing.
Dante's entrance and action scene in the opening. He just bursts through the skylight, shoots Sanctus right through the head, and slaughters his way through the congregation without uttering a single word.
The fight scenes between Nero and Dante are filled with awesome moments:
Nero gets Dante's attention by kicking him in the face. Talk about a Dynamic Entry.
After the firearm tutorial section, Nero does a slow-motion Unorthodox Reload with his revolver by tossing the bullets up in the air, turning around, and then letting the cylinder catch the bullets.
When Nero's sword flies off from his hand, Dante performs his iconic Stinger. Nero responds by blocking the attack with his slinged right arm, showing off his Devil Bringer in the process. By this point, the previously-silent Dante begins to speak, as he didn't anticipate Nero's demonic power.
Dante: Looks like you've got a trick up your sleeve. Nero: I thought the cat had your tongue. But if it's the trick that you want, then try this!
Nero easily beats Dante with his Devil Bringer, pummelling him to the ground. Dante briefly activates his Devil Trigger but quickly turns it off anyway (a sign that he's actually holding back during the entire fight).
The fight ends with Nero tossing Dante into the statue of Sparda and then throwing the Rebellion at him like a spear. This act then gives us the series-wide Running Gag of Dante getting impaled by his own sword. He just shrugged off everything that Nero throws at him while maintaining his carefree attitude all throughout.
Vergil's opening in the Special Edition. He slaughters a legion of demons far more easily than Nero does. He doesn't even seem to put in any effort before he kills them. Highlights include a massive showdown in the air, him throwing his sword to take out several at once, and killing multiple with his scabbard.
Mission 2
After being mocked, Berial tries to pierce Nero with his molten Flaming Sword, but Nero thrusts his Red Queen forward to meet the attack. It's amazing how he just times it enough so that both swords are touching each other's tips in a stalemate. It also shows that Red Queen is durable enough to withstand direct heat, as its tip doesn't show signs of damage and is just as fully-functional as usual.
Mission 6
The moment when Nero unlocks his Devil Trigger after being stabbed by Agnus and his Angelos. As he opens his eyes, it's already glowing red, orchestral music kicks in, he proceeds to resurrect the broken Yamato and curb-stomp his enemies. As he stands up with a spectral demon behind him, Nero says this:
The second fight against Dante, particularly on higher difficulties where he becomes That One Boss. You will feel like the biggest badass in the world once you manage to defeat him.
Mission 12
After 11 missions with Nero, the moment this music starts playing, you realize that you are finally being given control of Dante, everyone's favorite demon slayer and That One Boss.
"Mission 12: Come to grips with the power of the legendary Devil Hunter!"
Dante's final mission consists of an epic boss battle against the gargantuan Savior at its most powerful state.
Mission 20
After defeating Sanctus Diabolica, but before the face-smashing Curb-Stomp Battle against the False Savior, Nero walks away from the carnage not only with Kyrie safe and sound in his arms, but with the Devil Sword Sparda lashed to his back. Let's face it, having that weapon in tow makes anyone a badass, but for Nero, it just cranks up his Badass quotient beyond measurable amounts.
What really makes that scene poignant was the fact that after coming out of the statue, Nero just hands the Sparda off to to Dante. The Big Bad relied on that thing for all his powers, yet Nero just went like "Nah, don't need to use that sword, I got enough badass in this Devil Bringer!"
Miscellaneous
Dante's casual slaughter of each of the game's bosses. The world-ending plot of Sanctus and the Order are a joke to him. For Nero, it's the most important day of his life. For Dante, it's Tuesday.
It is arguable that Nero was Rescued from the Scrappy Heap entirely on Crowning Moments Of Awesome. Nailing Dante with a slow-seeming, should-have-been-easily-dodged dropkick? Pummeling Dante in the head, even if later shown ineffective, and impaling him to a statue of his father using his own sword? Lifting and smacking around the giant fire demon Berial? Spitting blood in Agnus's face? Giving Dante the finger even as he falls victim to the villains' trap? Finally showing the true power of the Devil Bringer as he battles the Big Bad for the final time? Taking out the Big Bad with a combo of throwing your sword, a hookshot grab with the Devil Bringer and an Offhand Backhand? Crushing the head of the giant Savior? All brilliant.
Every time Nero uses a Buster or a Devil Buster on a boss.
The pinnacle moment happening in the first battle with Sanctus. A seriously pissed Nero pummels the Big Bad in the stomach so hard that the sequence ends with the villain begging Nero to stop! You gotta love the lines Nero delivers, too.
"I've had enough of your bullshit!" "YOU'RE the demon! Not me!" "Pray for Hell to save you, cause you're gonna need it!"
And the ultimate nod to the fandom happens in Mission 20. Right as Nero delivers the final blow against Sanctus Diabolica, he shouts "JACKPOT!!" just like the Sons of Sparda. Check it out here, but be warned... spoilers accompany this awesome moment.
The Savior fuses with the aged body of Sanctus after Nero defeats him. Nero responds by deflecting the giant statue's attacks with his Devil Bringer, and then for the killing blow, he smashes the False Savior's face with a gigantic spectral arm.
The rescue of Kyrie and the defeat of Sanctus is a genuinely emotionally powerful scene, all the more awesome because 4 is sometimes an over-the-top, comedic action game rather than a drama.
starts playing, you realize that you are finally being given control of Dante, everyone's favorite demon slayer and That One Boss."Mission 12: Come to grips with the power of the legendary Devil Hunter!"