Whenever a new Blizzard game comes out, you know you're going to be in for a treat. Besides making great games, they consistently churn out some of the most amazing CG cutscenes around.
World of Warcraft: Cataclysm is approaching and it was cool to see the intro cinematic they just released.
They've got a different, interesting take on standard fantasy tropes (like dragons). Check out the wicked scary ice-bone dragon from the previous expansion Wrath of the Lich King.
Any although it's a different realm of fantasy, some of the cinematics from Starcraft II: Wings of Liberty might be the best of all.