Sometimes, a whole game depends on these, as the opening can be the main roots of your story.
My favorite is Halo 2s, how about you?
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H2's is pretty majestic. I also quite enjoyed BioShock 2's. Seeing Rapture at its peak, as well as familiar faces like masquerade masks, Little Sisters, etc., was pretty awesome. And while I'm a big fan of the mystery and antique presentation of Myst, Riven's music was incredible, and Atrus actually telling you what you should be doing was a refreshing change from the vague wandering of the first game. Don't get me wrong, I love Myst's initial atmosphere, the enigma posed to you by this bizarre island with no inhabitants. But that minimalist narrative applied to Riven, a much larger initial area and more storytelling therein, would have been overwhelming.