A cold opening is usually described as some of the show before the actual credits/main title rolls.
This seems to have become pretty popular as of late (“as of late” here meaning the last decade or so).
I can think of a number of hour long shows that use/used one: Buffy the Vampire Slayer, Angel, House, Supernatural (sometimes).
A few sitcoms have been known to use them too, Roseanne, That 70s Show, and Scrubs are a few to come to mind immediately.
And then we have the main show widely known for them of course: Saturday Night Live.
What other shows use them?
I’m not counting “Previously on”'s as a cold opening.
I didn’t know there was a name for it. I like it. Credits by themselves are sometimes interesting (Deadwood, Carnivale, Rome, True Blood( but are usually a waste of time). There’s only 42 minutes of program – get on with it already!
It was known in the old days as a “pre-credit sequence” and most dramatic shows in the 1960s used them: **Bonanza; The Wild, Wild West; Burke’s Law; The Addams Family; Star Trek;
The Twilight Zone **, etc. It was also used in Hill Street Blues and currently in **House, ** and Castle.
One advantage shows that do this have is when they are re-edited for reruns, they can chop off the preliminaries without much grief and without affecting the story line much. Reruns are usually shortened to allow for more commercials, and something has to be trimmed to do so.
A bumper at the end (tag sequence) may be sacrificed, too.
It’s not exactly popular with folks around here, but Leverage does this. In its first season, Leverage had no main title at all, just a very understated set of titles/credits that ran through the cold open (and I would love to see them go back to that format).