Well, One of the most memorable games on the NES with voice dialog was the classic 1989 Cinemaware game: The Three Stooges. In the trivia quiz game, If you get a correct answer, You will a sound clip of from the classic Stooge short "Calling All Curs" with Moe shouting "SUCESS!" then Larry replies "CONGRATULATIONS!" And an incorrect answer would result in a sound clip from Dizzy Piolits with Moe shouting "YOU IDIOT!" There are also lots of soundbites in The Slapping Game when Moe hurting Larry and Curley. And there an error in The Boxing Match game, When Larry broke his violin, You will hear the phrase "OH, MY STRADIVARI!" from believe or not, Disorder in the Court while the mini-game is based on Punch Drunks (which was Cinemaware's sound clip mistake)
Another classic was Day Dreaming Davey. In the title screen, You will hear Davey shout "Awesome!"
Monopoly has only 2 quotes, When the Auction is finished, You will hear a shout of "SOLD!" And when you bailed out of jail, You will hear a booming voice of "Don't You Be Coming Back Here Now!"
Action 52 title screen has the announcer saying "Make Your Selection Now!"
Another moment was 2 Sesame Street games, Big Bird's Hide and Speak and Count Von Count's Countdown.
Wheel of Fortune games on NES has the famous audience chant ("WHEEL! OF! FORTUNE!") like in the TV show.
Super Jeopardy! Has Alex Trebek saying "Let's Play Jeopardy!"
The Ghostbusters game has the booming voice of "GHOSTBUSTERS" when you press the start key.