My absolute favorite are things like "huh, you can DO that?". E.g.:
Embargoing the estates twice, buying them out, buying the curses out and winning by a score of 1-0.
Bootstrapping Kc/Iw/Hwy into a 3 pile ending (play 3 Hwy, Kc -> Kc -> Iw -> Iw gain 3 piles & win).
Gaining two Treasure Maps, playing them, drawing the golds and then remodeling them into provinces in one go.
Kc/Forge/Fortress/Fortress.
Trader a peddler, play a library with an empty hand.