In Griel's Quest, the "evil laughter" that sounds when the intro starts is also sampled. And I think that there is another sampled sound by the end of the game, but I am not sure right now. They are costly in terms of RAM, even if you use packed 1-bit sound at 8192 Hz.
Nemesis 3, at the ending, Venom laughs when he shots a laser to destroy your ship, and if you found the special shield, you see the good ending. I am not 100% it is sampled, but the laugh is very convincing.
How about konami's Pennant race 1 (or 2), with a "strike" and "Ball". Not the best samples in the world
And Mah-jong 2 uses PCM samples on the turbo r, although I'm not sure if the samples a sounds or words
Hmmm, earlier in this thread I mentioned Fony DemoDisk #1 had speech, but it seems I was wrong. The speech can be found in The Yellow Alert Demo by Fony:
