I just started playing through BfA on the Alliance side (I've always played Horde until recently) and the cinematic where we see Jaina's nightmare is incredible. Honestly, all the A-side BfA cinematics have blown my mind thus far. I'm pleasantly shocked at how much more engaging that side of the story is.
In retrospect, I'm not sure if you meant any cinematic from any expansion or just the promo cinematics... I'm sorry if I answered this incorrectly. O.o Lol
Yup, Wrath of the Lich King is at the top of my list for beginning of expansion cinematics. For those not familiar with Warcraft lore it prob had less of an impact, but for me it was a perfect rendering of the Lich King and Northrend with the bonus of a skeletal frost wyrm.