When RotK came out and Samwise appeared before Shelob all clad in armour (edit: nope, same outfit as always my bad) ready to go was the biggest cheer I’d ever heard in a movie.
When Thanos got hit by the hammer and it flies back into Cap’s hand in Endgame is a close second (third would also be from Endgame, “on my left”)
I realise these are probably the obvious answers, but it got me thinking if anyone else had some magical cinema moments where you all cheered/cried/laughed as one?