I think it was actually “The President has been kidnapped by ninjas.” C’mon, these are important snippets of narrative, let’s try to keep it accurate. 
Modern Favorites:
Gran Turismo 4 - Something about an operatic interpretation of the GT theme overlaid on a slow-mo race prep and then kicked into high gear by Van Halen simply can’t be beat. Always gives me race-adrenaline goosebumps.
WarCraft III - Favorite Blizzard intro. Great use of storytelling elements, music, and cinematics. Short and to the point, and leaves an impact.
Half-Life - I struggle to think of a game whose intro didn’t break from the perspective of the player’s character and began actively within the narrative itself. The sequel’s intro was certainly a technical improvement but took a different approach in that it didn’t restrict you to a tour of the environments you’d essentially be visiting throughout the game.
Classic Favorites:
Another World (Out Of This World in the U.S.) - Taught us not to drink soda while conducting particle accelerator experiments. Or was that, not to conduct particle accelerator experiments during lightning storms? I always forget.
Vengeance of the Kilrathi - Probably the first truly cinematic game I ever experienced. I remember first hearing 8-bit sound and speech coming from speakers on a computer and, being 11, I was suddenly in another world.
Sam & Max Hit The Road - Heavy on credits, but I love the voice acting. The new chapters lack something both in artistic touch as well as the voice acting. Nick Jameson’s urban gangster-inspired Max is truly missed.
The 7th Guest - FMV FTW. This puppy ushered in the era of CD-based computer gaming, and probably full motion video in gaming, for that matter. Considering that it was also a delightfully twisted classic makes it the killer app of the 90’s. Screw Windows 95.
Star Control II (PC Intro & Ending) (3DO Intro & Ending) - For me, it doesn’t get much better than the 3DO ending to my favorite game of all time. Intro was a bit hokey with the voiceover though. Still waiting for that next adventure on the Mark II all these years later …
Some PC classics that I can’t find intros to:
Creature Shock - Involves a very large spaceship seemingly piloted by a single woman and no apparent crew in the farthest reaches of the solar system. This ship happens upon an asteroid and is attacked by the asteroid, which is actually an alien disguised as an asteroid. Or perhaps, in the asteroid. It cripples the ship and damages its engine, leaving her fate unknown as she launches a distress beacon into the inky depths of space. Had no music, primitive animation perhaps even for its time, and some hokey voice acting, yet it creeped me out with its desolate ambience. A triumph of atmosphere over style or substance.
Ghost Bear’s Legacy - Follows closely in the vein of MW2 as mentioned in the OP, with a small Mech being ambushed by a much larger Mech buried and lying in wait under the snow of a cold arctic world.
There are others, I’m sure, but I’ve gone on long enough for now …