The safe robbery in Thief is one of my favorites -
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As is "The Dog Way Melody" -
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Always appreciated Steve Prince's salesmanship in this scene from Taxi Driver -
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He actually had a full length movie made about him by Scorsese here -
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You sorta need to see it on a big screen, but the sheriff's death scene from "Pat Garrett and Billy, The Kid" always get me -
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Also the shootout from "The Getaway" is always great, that film has a lot of great scenes to offer -
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Also The Grifters's scene with Bobo and the oranges -
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There are two others that come to mind, but I can't find clips of -
The poker robbery scene from a little known Duvall film called "The Outfit". It's based on the old Parker novels, and the interplay between him and character actor Tim Carey (as a middle level mob soldier) is pretty good.
Also the whole robbery set up from 1956's "The Killing" is a masterpiece.