Time Pilot '84 doesn't just leave you with the classic all-caps GAME OVER. It changes to a classy serif font to add, "Thank you for playing." What other arcade games have unusual parting messages?
Not arcade, but my fave Game Over for home systems is Castlevania: Symphony of the Night. After Game Over it says "Let us go out this evening for pleasure. The night is still young." I just always thought that was cool.