For example, the epic rain effect following the shirt ripping bartender Barbon saying "Come ON!"
Or the flying Jet swooshing past you and coming down to begin beating the crap out of you!
Or even perhaps Zamza coming out from the mist and shadows like a stupid ninja!
OR Mr. X commanding Shiva to fight, which leads up to something epic!
OR Mr. X himself, seeing you defeat his #1 henchman, tossing his cigar awesomely, and getting up, READY TO FIGHT! (This was on the Japanese version btw)
Point is I really liked the boss battles