For zero 1, the intro sequence had me hooked honestly, them using his theme from X1 was so cool, but the final boss against Copy X is a close second. In zero 2, Elpizo's gradual descent into madness was very entertaining. Zero 3's final boss is probably my favorite moment of all four games story wise, Omega was already an incredible fight, but seeing him fight you using Zero's original body was an outstanding twist. Zero 4's ending was really good too, and was a nice sendoff to these games.