For me, my favorite part was the Cornell battle. It was the most tense part of the game for me, especially since I had very little life left when I started.
Brauner's death scene was pretty cool. Not Castlevania at all, but it was pretty neat to see.
I liked Gabriel smirking then letting go of the combat cross when he was having a tug-of-war with the butcher.
And, as already mentioned, I loved seeing the castle looming large in the background. Actually, the overall scenery in this game was gorgeous. I really loved the green sky around Baba Yaga's place. It just looked beautiful, yet it made the environment look diseased and overtaken by evil at the same time.
Speaking of Baba Yaga, I liked the music box. Very reminiscent of the quirky stuff IGA puts in his games, except executed better.