Starting with Saryn Prime, every new prime warframe has come with a cinematic trailer, narrated by Executor Ballas. His narration reveals tidbits of information about the nature of the warframes, and so they are contained here.
Hydroid Prime (skipped)
Saryn Prime, Vauban Prime, and Nekros Prime all had their prime trailers released the day their Prime Access went live. When Valkyr Prime was released, the animation team was busy working on The War Within and were unable to devote resources to a prime trailer, although the marketing team did put together a short promotional video. The Banshee Prime trailer was released with Banshee Prime, and the Valkyr Prime trailer was released almost a month after that. The Oberon Prime trailer released with Oberon Prime Access, but the trailer for Hydroid Prime was not released, likely due to animation resources being used on the Plains of Eidolon and related content. The Mirage Prime trailer was released with Mirage Prime. Since then, no trailers have been released for subsequent prime warframes.
Discussed in: Prime Warframe Cinematic Trailers