Saints Row 2 has great cutscenes, especially
and "Thank you and good night".
Voliton did an amazing job, the cutscenes are fun to watch.
Resident Evil 5 also has some ace cinematics, they look fantastic and the flow is perfect.
Take a look at this - http://www.youtube.com/watch?v=mNs0pF5iCVo
Such a pleasure to watch.
And no cutscene thread is a cutscene thread without a mention of Mass Effect.
http://www.youtube.com/watch?v=wtDM24djrFw (from 1:37)
That had me in tears. I actually clapped during the credits.