Dying from a nuclear blast in Modern Warfare.
Every video in every Thief game.
The "red vs. blue" vault in Fallout: New Vegas along with most of the dialog in the game.
Bioshock's Andrew Ryan scene and it's world.
Half Life 2's world.
Fallout, Arcanum, Planescape and many other RPGs that focused on great writing.
Shooting your brother in the head at the end of FEAR.
Talking down a man with a hostage at the start of Deus Ex: Human Revolution.
Most cutscenes in Assassin's Creed 2.
The entirety of Mass Effect.