From my experience: Ghost of Tsushima, KH2, MGS1 and 3, Breath of the Wild
All of which do a great job of setting up your expectations and teaching you the game’s mechanics all before the title card is dropped.
A cold open implies that the game begins instantly with gameplay. None of those games did that. Kingdom Hearts 2 had over 10-20 minutes of godawful unskippable dialog/cutscenes, MGS1/3 had intros, cutscenes, and codec conversations. Tsushima took about 5 minutes. Breath of the Wild is the only one even close. It had maybe a 1 minute cutscene before gameplay began. An actual cold open in a video game is ultra rare.
You could argue that a cold open in gaming is not about when gameplay starts (and is about instantly starting the story before a title card), but that falls apart quickly upon inspection. Pretty much every game being discussed has a title card, logos, and an intro before start is even pressed – instant disqualification. There’s no cold open after an intro to an intro. See? Pretty much every game just uses a fake cold open. I remember that Mad Max’s fake cold open pissed me off for teasing gameplay but going to cutscene. JRPGs also use amazing fake cold opens because they will have 5 title cards in the process of their game, sometimes.
The actual best cold open ive ever seen in gaming was X-Men 2 Clone Wars on the Sega Genesis. The game randomly selected a character an dumped you into a fight 2 seconds after the application started. It was intimidating, intriguing, and unforgettable. The title screen and character select didn’t happen until after the first stage.