Toss up between Mass Effect and Red Dead Redemption
as much as some other games might have nostalgia factors, or some other memories attached to them, Mass Effect is incredibly epic with an amazing score right off the bat- set's the tone for what's going to come. Explains in the opening text how the greatest achievements in mankind's history, traveling between the stars and dark energy manipulation- is just commonplace technology to the other species of the galaxy, where it's just known as 'mass effect' and lays out the vastness of the galaxy by using the Sol System as a beginning point to a large gateway to something much bigger than humanity can imagine. But it doesn't take up any of your time methodically explaining this all to you- it's visuals, artwork and the way the characters interact fill in the gaps- along with the codex, if you chose to read it.
And Red Dead Redemption is probably the most cinematic (in it's gameplay and presentation) game that I have ever played. Begins with the theme of the Old Ways dying out, with Ross and Archer leading Marston to the train, to to the train ride, with Marston listening to the other passengers talk about the West in ways that are so foreign to him, so detached and pompous- with the women behind him talking about the savagery of the natives, giving the natives the gift of heaven (that they should be grateful for) and how only those of a certain 'breed' are really meant for wealth and power. At the same time, the priest and the girl Jenny talk about how the purpose of moving to the west is to stake out your claim in the untamed land and bring peace and a calm place to be allowed to worship and live in, without interference- completely unaware of the irony of his statements when talking about the natives.
These are themes that are literally prevalent throughout the entirety of both games, and their openings help to firmly establish a tone to the rest of the game's story. They both blew me away, and impressed me how they continued to work with these themes and subjects in quite a mature manner.