Halo: CE - Truth and Reconciliation; in the bridge, there is an Elite Zealot wielding an Energy Sword that is presumed to be the ship's commanding officer.
Halo 2 - The Heretic; Fleet Master (Elite Zealot) Thel 'Vadamee was seen in the opening cutscene.
Halo Wars - Labcoats Meet Metal; an Elite Zealot is first seen speaking with Arbiter Ripa 'Moramee in this cutscene. The in-game Elites' ranks are not discernable by armor color (Elite armor follows team color).
Halo: Reach - Winter Contingency; during a cutscene, Noble Team is attacked inside Visegrad Relay by a group of Elite Zealots. You fight three Zealots immediately after the cutscene, who are commanding squads of lesser infantry.