The fire puzzle room in the first proper level after the tutorial. I still remember this one from back when I played TR4 as a kid for the first time. Never made it past the first level then, but this area stuck in my memory for how cool it looks.
The area with the big water pool in the center, and an underwater mirror puzzle:
The tomb where you play Senet against some nigger face in the wall:
Hellenistic ruins of Alexandria:
The Great Library with its robotic guardians that can only be hurt when you hit the heart, and a big planetarium puzzle:
Cleopatra's palace:
The streets of Cairo:
The step pyramids at the end, with an apocalyptic atmosphere in the sky: