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.
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.