I would say that the five that come to mind immediately would be:

1983 East Final - I thought that the Argos would blow Hamilton out and it became apparent quickly that wasn't going to happen.
1983 Grey Cup - I felt very confident that the Argos would win, even when they were trailing 17-7 at the half, as they had been a strong second half team all year; as Paul mentioned though, once the Argos finally got the lead and then missed the two point convert, those final three minutes were excruciatingly long.
1997 East Final - The Argos seemed destined to lose this one for much of the second half. Pinball's last minute TD to win the game was one of the most exhilarating plays ever.
2017 East Final - The drive at the end was a thing of beauty after the Argos looked like they were destined to lose this one for most of the fourth quarter.
2017 Grey Cup - That final Calgary possession was tough to watch.

I would also add the 1982 East Final. Even though the Argos won 44-7, I didn't feel comfortable with that game until Jo Jo Heath's interception put the Argos up 37-7 in the fourth quarter. I know that sounds crazy but the Argos had been so bad for so long prior to that and had found every way imaginable to lose games over the years, I wasn't at all comfortable until very late in that game.