I think The Last of Us' opening is priceless, and it gets me every time. I don't think a list like this could exist without mentioning it - what distinguishes it is the physicality of the acting, the desperation and despair that both visibly and audibly hits like a truck, embodying a loss all of us dread to imagine - the sudden and violent rending of your most beloved.
However, regather you composure and remember that it's just a game, I think you are quite right to call up Arkham Asylum and Dead Space, even if they are more for their immersion than their ambition.
I also agree with rdenton85 that Uncharted 2 deserves on the list (though it is impressively long already).
https://www.youtube.com/watch?v=MqAEb6UIdQA