6x14 The Invasion Episode Four
And the Cybermen finally turn up just in time for a cliffhanger-until-next-week. Which is kind of appropriate, really.
1x02 Fastest Man Alive
This has some particularly brilliant examples of "we better recap episode one seamlessly in dialogue" dialogue. And by "brilliant" I mean "hilarious", and by "seamless" I mean "glaringly obvious".
Paul O'Grady: For the Love of Dogs
3x09 Episode 9
[Watch it (again) on ITV Player.]