Of course, I'm speaking of the pre-rendered videos that launched with the base game and every expansion, not patch trailers or in-game questing cinematics.
For a long time, my favorite was The Burning Crusade. I also get a chill up my spine every time Deathwing busts out of Deepholm and you hear the Stormwind refrain play as he flies over Auberdine and Stormwind in the one for Cataclysm. And the end of Mists of Pandaria's always gives me goosebumps. But I think Wrath of the Lich King has taken the top spot for me. It's so perfect and well rounded and the music... my god, the music.
Which is your favorite?