With games like Elder Scrolls, they have the quest log that usually keeps track of things you have done.

But I have seen a couple games, not a lot, that have a thing very much like a “Last time on…” with dialogue/cutscenes telling you what the story is thus far that you either can optionally select from a menu OR, that just play as the loading screen whenever you load the game up instead of just a spinning widget and a static image/screen.