Title say's it all,

Overal (I mean in all things , battles, deaths, warm momments , ect) favorite scene in video game.

Mine is from MGS Rising, "Jack is back"

https://www.youtube.com/watch?v=OWlSR4cqnNA

When you die in SMT Nocturne.

The rival in Pokemon Gold, Silver, and Crystal kicking the trainer.

I have no idea why I love that so much, but it was the most amazing thing to me when I was 6. I kept talking to him at the beginning at least 20 times because of how funny it was that he was kicking me. Nothing shall ever be as entertaining. https://www.youtube.com/watch?v=-ugTjSm9CvU

I don't know about favourite, but leaving the ship at the beginning Morrowind was very memorable for me and the first thing that popped in my head when I read the title.

...one scene in Bayonetta

Otherwise, probably the first fight sequence between Dante and Virgil in DMC3 + the subsequent scene where Dante runs down the spire.