I think it'sIt's probably Ninja Gaiden
Ninja Gaiden, released in 1988 on the NES, was famous and revolutionary for its use of cutscenes, which are all letterboxed on the top and bottom. I do not know for certain whether there might have been some, possibly obscure, earlier game that had such cutscenes, but Ninja Gaiden is surely the one that made it popular, if not the very first.
IGN says this about it, in this article:
Though early arcade games like Pac-Man and Donkey Kong had small story sequences accenting their play experiences, the true pioneer of the cutscene as we know it was Tecmo’s Ninja Gaiden.