I'll Take Care of the Majin, Vegeta's Final Desperate Battle

Vegeta, willing to put his life on the line, begins his assault on Buu, managing to blast a hole through him. However, Buu manages to regenerate himself and builds up his anger to create a giant explosion, dealing heavy damage to Vegeta.

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S02E22 - For Those Whom He Loves... The Last Moment of the Proud Warrior