But there's a small problem for the Bucs first baseman.
"There's just so many," Casey said.
Was it the time when his dad took him to his first Pirates game at Three Rivers Stadium as a kid growing up outside of Pittsburgh? Or was it the time when his dad first watched him put on a big-league uniform with Cleveland in 1997? Or that one time in the backyard when ... ?
Wait, he's got it. His freshman year of high school when his dad pulled him out of class for a few days to go down to Spring Training in Florida. The two went to Bradenton and Winter Haven to do a little scouting of the Bucs, though Casey remembers the trip just as much for "the bunch of father-son things" they did.
"It was just an awesome time," Casey said.
From their breakfasts at a local diner, where Jim laughingly recalls Sean ordering a plate of sausage and biscuits "big enough to feed seven men" to playing video games together at night.
"I tell you what, that's one of the greatest memories I have of my dad," Casey said. "Looking back at that time, I just thought it was so great that we could spend a whole week doing that."
Of course, being in such an intimate environment with Barry Bonds, Andy Van Slyke and the rest of the Steel City crew he so adored and had only before seen on television and from afar at Three Rivers was pretty neat, too.
"It was just a great week," Casey said. "And the great thing about baseball is that it is a father-son game. A lot of the good memories I have of my dad are with baseball. It brings the family together."
"And to me, that's the definition of baseball," said Jim, Sean's father.
David Briggs is an associate reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.