I've come to really appreciate when games aren't merely graphically pretty, but that they also take great care with their use of camera angles and animation in general. I speak particularly of cutscenes and dialogue, but frankly this question applies to the entire game.
I find there's a lot of games that do take cinematography in mind for cutscenes, but nothing else. Or at least the rest of the game is considerably less impressive than cutscenes. e.g., rather than animate something, some games will just have a text box say what happened. And dialogue in many games is very basic back and forth (often with very lackluster quality lip syncing).
RDR2 is perhaps the best game I've played so far in this regard. It felt like it animated everything carefully, even had a cinematic mode for horseback riding that I found very pleasing to use, and cutscenes often felt movie quality.
What other games (of any kind) put a lot of effort into cinematography?
Really suprised to see no one has mentioned Death Stranding yet. The gameplay is contentious, to be sure, but the atmosphere, setting, and framing of the scenes were beautiful.
In Red Dead 2, the moment Unshaken starts playing after escaping from Guam was beautiful to me, and Death Stranding has a few awesome moments like that. You finally make it up a ridge and are greeted with a huge beautiful vista right as a great atmospheric song kicks in.
The recent God of War games come to mind immediately. They're both made to look like a single continuous shot throughout the game and it's obvious the developers put a lot of thought into the cinematography.
Most of them have already been named but the ones I'd choose are:
Ico
Shadow of the Colossus
The Last Guardian
Journey
The Last of Us
The Last of Us Part 2
Half Life 2
Bioshock
Mass Effect 2
God of War (2018) / Ragnarok
Kentucky Route Zero
Limbo / Inside
Abzu
And similarly RDR2
Edit: I could also potentially consider Dear Esther and Everybody's Gone to the Rapture. Similar to the other first person games I listed, they designed their environments so that certain features are prominent as you move forward into them, which to me qualifies as this type of "cinematography" or framing we're talking about in games
Most modern AAAs (thinking TLOU/2, Horizon etc.) will tend to have very well done 'world' lighting -- usually veering towards realism, but when it comes to expression of a unique cinematic look they tend to be samey in my mind. Great, but samey.
For sure... Sable and A Short Hike are great mentions and both have really distinct and beautiful styles. Haven't tried Proteus so thanks for the recommendation there.