The vast majority of games do have crap stories in comparison to other forms of media, but the industry is still very young and there is a lot of potential for games to be able to tell good stories. Also games don't actually need a brilliant story to garner intense emotion from the player as the interactive nature of games can aid and convey concepts far better than other mediums. However, they're a few games that I would say have good storylines:
Deus Ex
Planescape Torment
MGS1 (not so much 2 or 4, 3 was emotion invoking but more down to interactivity)
And a game that makes unique use of the interactive nature of games to tell a simple story but at the sametime invoke strong emotional responses: Shadow of the Colossus








