I enjoy the God of War stories simply because of the Greek Mythology. It's cool seeing the Gods and Goddesses, as well as well known characters from those stories (Icarus, Titans, etc).
Also, another game that had a decent story with a WTF type ending was Braid. I mean, who expected the main character to be the villain in the end, and to play the last sequence in reverse to show the princess trying to escape from you? Genius!!!
Threads of Interest:
The Movie Thread: http://www.vgchartz.com/forum/thread.php?id=6880
The Crow Eating Thread: http://www.vgchartz.com/forum/thread.php?start=0&id=3886
The Betting Thread: http://www.vgchartz.com/forum/thread.php?start=0&id=7104
Custom GIFs Thread: http://www.vgchartz.com/forum/thread.php?id=18963
The Greatest Game Ever Conceived On Any Platform
Tag: "I have tasted Obi-Wan's bitter tears"