All of the "social" events (the party at the Vegelbud's, vampire dinner after the Mandragora party, and, of course and especially, the Brunwich wedding). They were all so well done and really contributed by bringing the game alive, and making you feel part of a world that is not just about fighting monsters. In my opinion, these scenes are what makes this game shine so much more than anything else I played so far, because they are, in some sense, so non-game-y.
One of the, or probably the, saddest moments for me was in the Ciri empress ending when I saw the Nilfgaardian flags, first thought "wait, what?", then, as it progressed, realized what was going to happen. I didn't mind the outcome. In fact, I was quite pleased with it. But at that point it came so sudden and surprising and really caught me off guard. Coupled with the fact that it also came with the realization that the game was over, tears were shed, not just by Geralt.
And so many, many, many more moments I can't even begin to document them all and hope to provide an exhaustive list. There are so many amazing things in small quests, or just side remarks, various dialogue branches, and so on -- and of course the major stuff connected to the main quests. The game made me feel part of the world, made me feel I was that Geralt, and therefore even small events often had major emotional impact. Furthermore, many of the moments I enjoyed a lot were instances of where the game exceeded at being so awesome at being (self)referential and aware of itself without spoiling immersion. The fourth-wall-breaking at the end of BaW has already been mentioned. But I also greatly enjoyed the Paper Chase quest in BaW, at which I shaked my head in disbelief multiple times while thinking "seriously, how hilariously awesome is this?", or the Gwent Purists during the Beauclair tourney (now my sample is somewhat biased towards BaW -- memories of it are still more recent and lucid).
What else? Well I guess I could practically add any of those other moments which were already mentioned
Seriously. Best game I ever played.
Edit: Okay, the single most awesome event among a plethora of amazing memories? The "Not bad." response to "Lambert, Lambert, what a prick."