I'm about 5,000% sure it was during Yu-Gi-Oh! The Movie: Pyramid of Light.
Kaiba had flown out to Pegasus' castle/mansion during the movie in his Blue-Eyes plane to challenge him to a duel. It happened like, right after that montage while he flew.
Kaiba challenged him to a duel for the one card in Pegasus' possession that might be able to defeat an Egyptian God card.