I started up Call of Duty World at War last night.  The opening sequence was pretty impressive if not a bit brutal. 

Can you guys think of any Opening Sequences that left some kind of impression on you as a gamer?

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I'm playing BioShock so that opening sticks in my mind, even though it's basically the opening of Castaway.  To be honest, I don't like long openings; I just wanna start playing the game.

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click

Yea, I liked that one too, it was a great way to put you into Rapture. 
I think story driven games like Bioshock, needs an opening sequence.  Bioshock is one of the better stories that graced the Xbox 360, and again this year for the PS3.  If you didn't play this game you should. 
 
Another beggining that I liked in gaming was Call of Duty 4 Modern Warfare, the powerful statement of being executed after seeing the town get overrun by militants was a great way to get involved in the action.

I really think gaming has come a long way.  Granted Arcade style games do not rely on a story like Galaga Legions or Pacman C.E. yet they are still fun.  But games that cause an emotional reaction strictly with the story have improved.

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bioshock certainly had a good one
Jeanne D'Arc for the PSP's is nice too. its fully drawn animation.

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Opening movie - Onimusha 3.
That movie still blows me away.

Opening sequence - Silent Hill
Scared the shit out of me the first time I played it.

If we're talking just CG, then Resident Evil 2 is a great opener.