TBH, while I like the train sequence, I always preferred the Bank fight, especially when they're scaling the walls and fighting, the feeling of vertigo, the whole thing was just exhilarating, and still is.
In terms of comic book movies overall, I would still say Hulk vs. The Army in Ang's movie is quite hard to beat. Sure they plodded their way most of the movie, but that sequence was nuts. From the underground bunker, through the desert, ontop of a fighter jet almost to outerspace, back down into the streets of San Francisco, that scene was crazy, and yeah I'm partial, but so what, it was fantastic.
I also love TDK chase scene. For one, the absence of music until Batman breaks out the Pod made that moment even more epic. The flipping of the truck was pretty nuts, and the Joker standing in the middle of the street shooting cars out the way so he can be hit, intense would be an understatement.
It was mentioned earlier too, but that SR plane sequence was also quite good.
