Other levels that come to mind…
The 8th level in Doom (Phobos Anomaly). Specifically, when you get off that elevator at the end and encounter two Barons of Hell for the first time. I was still fairly new to PC gaming, and that's something I'll never forget.
I hate to repeat what others have already listed, but I have to mention Seyda Neen. Despite how badly Morrowind has aged, I'll never forget how blown away I was the first time I saw that pixel-shaded water.
The abandoned tower overlooking the ocean northeast of the Old Camp in Gothic 1. It's the one with the catacombs underneath where you receive the Chromanin quest. I remember descending the spiral staircase at night, with nothing but the light from a torch I was carrying, and nearly colliding with a skeleton on the stairs. I think I may have changed my underwear afterwards.
Sentinel Island in Divinity II. Very atmospheric, and it had
the best music track in a game that was full of great tracks.
Most recently, the Skellige Islands in The Witcher 3. The entire region is simply beautiful, and the accompanying music is beautiful as well. Until TW3, I still considered Gothic 3 to have the best looking landscapes in a game, but Skellige trumps it.