I always like Fallout 4 opening, right until you surface from the vault. It have the feeling of dread and it's lengthy enough to make you hate Kellogg and whatever this new entity are.

New Vegas for the polar opposite of it. It's extremely short and sweet, and push you out the gate so quick you will be exploring in just a few minute, yet it doesn't do much to make you hate Benny.

Bioshock is extremely well done, it give you that famous "would you kindly" quote as early as the opening cutscene, set the stage of what Rapture stand for with that famous banner once you enter the lighthouse, and then let you take a glimpse on Rapture, and then immediately give you the "what goes wrong" with the whole city. It's damn great.

Breath of the Wild for just "Link, wake up and fuck off", and then you run out naked(because you missed the chest with clothing) and smell the wild.