There is one section in MGS1, where you kinda have to engage in a huge shoot out, though.
Now that you mention it, there's a few. The elavator where those guys are using stealth camo, the fucking stairs which seemingly takes FOREVER, the elevator right before Vulcan Raven, and I can't really remember much else, but I'm sure that there's more.
Also, MGS 2 and the whole ending thing with Raiden finally getting the sword. That was a fun 5 minutes.