I get those moments all the time, mostly little things, some of them mentioned above. Like the other day when I investigated Dragonsreach and checked out the balcony in the jarl's bedroom. Oh. My. God. The view! Seriously, if I could I would marry Balgruuf on the spot just to have that view!
Another moment was the first time I started a new character and went through the intro again, and suddenly saw and heard so many things I totally missed when I made my first character.