5. Unbound 
Perhaps an odd selection given that
Unbound is the opening mission of the game, but I think it was brilliant. It set the game up perfectly - from the first emergence of our scaly Dragon friend for the first time in the series, through to our being thrust into the expansive, open world of Skyrim to do as we wished. The scenes are also really cool, such as the horse drawn carts on their way to the headsman, as well as the gory execution (above image). It really captured the essence of the Elder Scrolls.