Kingdom Hearts: Final Mix Cinematic Secret Ending. Teasing the sequel, Kingdom Hearts II.
This was just so badass.
Basically the last time I took Warcraft lore seriously. Although The Frozen Throne had awesome cinematics as well the lore was going a little downhill at that point, and none of the WoW lore is good. The least bad part was WotLK really.
The Kotor 1 dark side ending is still my favorite.
Diablo 2's cinematics featuring Marius in the insane asylum were flipping awesome.
FFX, favorite of all time
The Mark of Chaos trailer that the OP put up is my favorite as well.
Another one I really like is from Assassins Creed
While not an in-game cinematic, I really really like the Castlevania: Lords of Shadow 2 trailer. I've watched it probably a hundred times since it was released.
Watch of the Lich King for sure, freaking cinematic of all cinematic.
SW:TOR's trailers, they were gorgeous. I cried a little that they couldn't make a movie and instead put their money on the current TOR.
D2 and D3 (along with most of Blizzard's videos) were decent. FFX will never be forgotten.
Birth by Sleep from KH2:FM
It's hard to pick just one, but the cinematic where Kuja captures Bahamut is pretty sweet, also really liked the one of Odin destroying Cleyra and Alexander fighting Bahamut. FFIX had some amazing cutscenes.
I wouldn't really count it as a cinematic, but the opening movie for Chrono Cross is pretty great mainly because "Time's Scar" is such a great song.
In Final Fantasy 9, this scene, plus the stuff that comes before it. It's a pretty long sequence. The scene with Eiko and Garnet, followed by Alexander versus Bahamut
Any of the Star Wars cinematics are insanely awesome. Also Halo, WoW, and Diablo have some pretty damn good ones.