You guys sure do love Japanese games.
I don't really know what my favourite cutscene is, there's just so many of them it's quite tricky to narrow it down. Well, I won't post it since it's a big spoiler, but I'd have to say the ending, and the run-up to the ending, of Bioshock had some pretty amazing cutscenes and dialogue. Really made that game's story blow me away. I also enjoy basically every single Valve-made cutscene, opening and trailer for their games. So funny and the animation is ridiculously good. Some real talent there.