I was always amazed by .kkrieger[1]
You get an FPS complete with 3D engine... dynamic lightning IIRC (!), music, textures...
... in 96kb.
Granted, most of it is procedural but still it's a very very impressive piece of code.
I've always thought that demoscene guys were on a whole different engineering league
I especially like this: http://www.pouet.net/prod.php?which=30244 [1]
Everything (including graphics and music) fits in 200kb (177kb exactly)
While it was made almost 10 years ago it is still very impressive.
[1] If you can't or are afraid to run executable (antivirus programs might complain due to compression program they used), here's video of it: https://www.youtube.com/watch?v=KMfyrnu3n_c