I really love the cutscenes from the Syberia games, especially the ones during the train rides.

While I do have a lot of favourites, Oddworld Odyssee's intro impressed me back in the day because it blends nicely with the actual game. The same could be said for Final Fantasy VII's intro. On the PC, I was impressed by the quality of Diablo II & Warcraft III's FMVs. Also, Tiberian Sun's cutscenes were really great and the mood was great. And I'll agree with Prah, Syberia has some of the best cutscenes in any game I've played.

Mafia had some good ones

100% agreed.

Nothing ruins the re-playability of a game, compared to cutscenes that can't be skipped.

Hmm, maybe there is something: the Fade quest in Dragon Age Origins. There is even a mod to skip this quest entirely! ;)