6. When he saved David Rossi's life
The BAU was called in after an FBI informant had been abducted by a murder syndicate where the victims were put up for auction, with the highest bidder choosing the manner of death. After the team descended on the compound, they initially found that the leader of the ring was attempting to escape with a female victim.
They shot the leader, but as SSA David Rossi was speaking to the "victim," he quickly realized that she was the ringleader. Good thing SSA Derek Morgan was suspicious, because right as the UnSub was about to kill Rossi, Derek shot her, saving Rossi's life.
"Supply & Demand" (Season 6, Episode 24)