Xenogears, without a doubt. If you search through the web you will see some people saying how xenogears changed their lives. That game opened my mind.
So much this.
I never felt such chills or held my breath and felt so stunned as I did when Mahanon arose from the ocean.
I had to save the game and watch the intro FMV again dozens of times with tears in my eyes. I felt so small and had difficulty breathing, I just felt so numb when EVERYTHING finally came together. I replayed the game in my head fast foward and remembered all the little things like the missing human skulls that didn't appear until 10,000 years ago, etc. I never felt so scandalized by a video game story before.
And then that ending song... 10,000 years of anguish finally at an end. I was an emotional wreck for weeks while I reconciled with Perfect Works and learned everything I could about this story.