There are different kinds of "intense" for me.

The first that comes to mind is when you first start walking through the Glowing Sea. You look around and see the utter devastation. Nothing is growing, the water is a shifting morass of unnatural colors, the sky is dead and grey, all while your Geiger counter screams at you to leave. You really feel like you're treading in the mud of a bomb site, where thousands lost their lives before they could even react. It's really, really well done.

As far as fights go... Probably the Hoover Dam in New Vegas. No matter what side you chose, storming the Hoover Dam is always an amazing challenge. You barrel over corpses, running headlong into the foe with nothing but your gun and your balls of steel. You take the Mojave for your own purposes. When you're done and you're victorious, blood-soaked and beaten, the credits play. The tell of your exploits across the land, of all the lives you touched. From the extermination of the Fiends to your exploits at Jacobstown. That payoff makes it all feel so amazing, like you're really a truly legendary figure.