Most RPGs have you appear in the villain's lair just in time, after fighting your way past all his henchmen. This occurs even if you Take Your Time getting there.
It could be said that Exalted takes this to an extreme, as not only do you show up in the nick of time, but you are all but guaranteed a flashy, even gaudy entrance that defies all logic.
The ridiculously extensive battle history of Warhammer 40,000 has hundreds of these moments on every side, to the point where in the latest Space Marine codex, Vanguard Veteran Squads have a 'Heroic Intervention' ability exclusively to pull off these moments... though it doesn't always work.
Though if you have them show up to help a Scout squad (the second wimpiest unit in the Codex) equipped with a teleport homer, it does always work.
The Legion of the Damned is a Space Marine chapter with this as their schtick. Despite losing most of their chapter and being horribly mutated by a freak warp storm, the surviving members of the Fire Hawks chapter remain loyal to the Imperium, and have since then dedicated themselves to teleporting onto the battlefield when all hope of victory for the forces of the Empire has been lost, and soundly beating the crap out of the enemy before disappearing back into the warp only to show up somewhere else.
Fear of this trope was the reason Horus dropped the deflector shield on his flagship at the Siege of Terra (and thus allowing the Emperor to attack him) - the entire Ultramarines legion (that's 250,000 Astartes) were on their way. The Space Wolves and Dark Angels (nearly as many marines again) were on their heels. And they were pissed.
Played awesomely by the Eldar hero Prince Yriel. He was an admiral of Craftworld Iyanden's fleet, but he angering the craftworld's seer council with a rash tactical decision, and was exiled, leaving on his flagship, the Flame of Asuryan. Years later, Iyanden came under attack by a Tyranid Hive Fleet, and the Tyranids swept across the craftworld destroying all in their path. Just as all hope seemed lost, the Flame of Asuryan reappeared over the craftworld followed by a huge fleet of Eldar Corsairs. Yriel's pirate fleet turned the tide back against the Tyranids and Yriel slew the Tyranid Hive Tyrant himself, breaking the hive fleet's back and saving Iyanden from certain destruction.
Nobilis has a fairly basic power available to starting characters which ensures they always show up in the nick of time. The more powerful version ensures they ALWAYS show up in the nick of time...even if the bad guys did it 35 minutes ago, or sacrificed the princess last week.