Let me clear some film terminology up. In film, "sequence" is used very specifically for reasons that are the result of lack of specifics. Let me define a bit here.

A sequence can be:
  1. A series of shots.
  2. A series of scenes.
  3. A series of events that are not a particular scene or shot.
  4. A way of describing a nebula in film.
This word is abused a whole lot by real fans of film. It sucks, because they could communicate their ideas more effectively with more industry-standard terminology, especially when talking to academic film freaks like me and actual industry professionals (i.e. all-out film fags).

The more common usage of this word is number one up there. A sequence as a series of shots is usually used to describe shots that go through the end of one scene and the beginning of the next, or to describe a nebulous scene that takes place in more than one location but is still the same scene, or other weird begging-for-semantic-argument situations.

The absolute best usage of the word in film context is none. Don't use it. Say "that part where" or talk about the actual scene or shot you mean. Sequence is a bad wildcard word. However, there are times when it's needed, so I've provided some stable examples.

Examples of a sequence would be in Mallrats where T.S. gets the shit kicked out of him and then Jay and Silent Bob go kick the Easter Bunny's ass. Or like the sequence in Goodfellas where Joe Pesci runs into that old made guy and then they like kick the fuck out of him and then they take him out to nowhere and he knifes the piss out of him and he's all like "What do ya wanna tell me now, tough guy?" (Note: these examples do not mean a sequence always consists of ass kicking)

I hope I've helped clear things up. Misuse of some words really bothers me, and this one's gotten to me lately.