My favourite was Alesi in the Ferrari at Suzuka in 1995. It was a wet race.

He jumped the start and got a 10sec penalty. He made back the places he'd lost with ridiculous ease. IIRC, he then picked up another 10sec penalty for another infringement (pit lane speeding?). He made up all the places again. He was right up behind Schumacher's world-beating Benetton, and it was shaping up to be a fantastic dual for the win, when his driveshaft broke.

Okay, the penalties were his fault, but the way he fought back was incredible. It was the most amazing non-winning drive I've ever seen.