Oooh, that is a nice intro.
My personal favourites (assuming you're not just talking about cinematic and that I can include introductory game play) are probably the following:
-Metro 2033 (game play)
-Mafia II (cinematic + game play)
-Civ 5 (cinematic)
-Skyrim (I liked the entire starting sequence)
There are probably other ones, too.
Edit: Grimrock had a nice intro, too.