Great scene from A Bronx Tale - a very underrated movie.
Here's one off the top of my head - one of the final scenes from Unforgiven.
As to why it's a great scene - well, just look at it!
So much great dialogue in this film, with some superb acting by Eastwood and Hackman. Visually it's beautiful, and the brutality of the story is expertly conveyed without pornographic indulgence or buckets of gore slopped everywhere.
A couple of memorable exchanges:
Little Bill Daggett: You, sir, are a cowardly son of a bitch! You just shot an unarmed man.
Will Munny: Well he should have armed himself if he's gonna decorate his saloon with my friend.
Little Bill Daggett: You'd be William Munny out of Missouri; killer of women and children.
Will Munny: That's right. I've killed women and children. I've killed just about everything that walks or crawls at one time or another; and I'm here to kill you Little Bill for what you did to Ned.
W.W. Beauchamp: Who'd you kill first? Was it Little Bill? When confronted by superior numbers, an experienced gunfighter will *always* fire on the best shot first.
Will Munny: Is that a fact?
W.W. Beauchamp: [Nods]
Will Munny: I was lucky in the order, but I've always been lucky when it comes to killin' folks.
Not from that scene, but can't leave them out:
Strawberry Alice: You just kicked the sh1t out of an innocent man.
Little Bill Daggett: Innocent? Innocent of what?
Will Munny: Hell of a thing, killin' a man. You take away all he's got and all he's ever gonna have.
The Schofield Kid: Yeah, well, I guess he had it comin'.
Will Munny: We all got it comin', kid.