Wesley's training. Beating up a bunch of gang members? Check. Then they steal a jet the next issue...
Even though it's not seen, the fact that the villains made a plan to take out the heroes; not only kill them but write them out of reality, and it WORKED is a pretty villainous awesome moment.
The movie
At the start of the movie, an assassin hurls himself face first through a glass window to the skyscraper rooftop across the street.
The Big Damn Kiss Fox lays on Wesley in front of his bitchy ex-girlfriend which totally shuts her up.
Wesley's one-man siege on the Fraternity fortress. With explodingrats. During this scene, he shoots a guy through the eye, jams his pistol through the hole, and uses his body as a shield while continuing to kill.
To sum up the final scene, Wesley managed to lure Sloan out into the open with a decoy and shoots him in the brain over several miles of cars and windows, his former best friend's energy drink, and his former boss's donut hole. He then proceeds to break the fourth wall, asking the audience, "What the fuck have you done lately?"
There are some moments from the game.
Most cutscenes in Weapons of Fate, right to the end when Wesley defeats the Immortal.
When Cross can't get a shot at the Immortal because the Immortal is shooting his bullets out of the air, he improvises by aiming down the barrel of the Immortal's gun.
More awesome is that while curving bullets is a core mechanic of the game, you can curve submachine-gun bullets, sending a bunch of them flying and exploding on your enemies.