I remember a few from various stages of my life (born 1984).
Seeing the demo footage of Sonic 2 in Woolworths and thinking the leaves falling down in Aquatic Ruin zone was so cool and advanced.
The original Sega arcade of Virtua Racing with the moving cars completely blew me away.
I remember my uncle loading up Cannon Fodder on his Amiga, and a REAL song with REAL music came out, along with REAL photos. I was amazed haha.
A few years on I remember a PlayStation demo disc having promo footage of the first Gran Turismo and it looked so real to me, I watched it over and over. The first Driver on PS1 looked absolutely amazing to me also.
The beginning of Link to the Past, with the rain, thunder and lightning. LttP took it to another level coming from NES games and even most PC games at the time, setting a mood and atmosphere I had never experienced in gaming before.