My all-time, most favorite, most beloved moment (in both the books and the movie!) is the Horns of Gondor at Pelennor.
Wow. Chills and even a little surge of emotion just thinking about it. The dark hour, the pending defeat of Gondor, the shattering of the gate, the near-triumph of the Witch-King, all thwarted by the riders of Rohan.
The horns, the beautiful horns, which Pippin could never again hear without getting teary-eyed, heralding the arrival, the salvation, the rescue, the turning of the tide.
It's...gloriously breathtaking.
In the books, I hate that we have to go back and rediscover what Rohan was doing all that time, but when we finally arrive, you can tell that Tolkien was seeing everything on the battlefield in his mind's eye, and it was every bit as glorious as the movie makes it.
The movie did the moment justice; it was the first time I'd ever shed a tear in a movie, and my sister was absolutely sobbing.
Foreshadowing the true Return of the King, IE, my signature...