What is an example of a climax in a story/movie?
There are a number of examples below.
In Psycho directed by Hitchcock, the scene in the cellar where Norman Bates' alter ego is revealed is a good example. In North by North West also by Hitchcock there is a famous climatic scene set on Mount Rushmore. In Bonnie and Clyde directed by Arthur Penn the slaying of the two central characters in slow motion is another good example.
In literature, in Macbeth, the killing of Macbeth by Duncan is an example. In Hamlet the deaths of leading characters including Hamlet himself is a further example. In A Tale of Two Cities by Dickens Sydney Carton going to the guillotine is another example.