LEGO games have lots of fun, I recall I particularly liked PotC.
Giants: Citizen Kabuto is a pretty bad game, but the cutscenes were some of funniest I've seen. IMO just watch it all, it's not worth playing.
In my favorite series Wing Commander, the best are ones between Kilrathi emperor and prince Thrakhath in WC2 (and SO1&2 expansions) - due the dialogue. Also in WC3 (not generally that great in cutscenes) there's that one great moment between Hamill and McDowell: "...if you had the biggest gun in the universe?"
WC spinoff Privateer 2 has mostly poor script but so many great actors doing awesome performances that I've called it "the best movie I've played".
Mafia 1 was one of best storylines in anything I've played. Not necessarily visually impressive cutscenes but powerful.
