I'm going to have to say Metroid Prime and Super Metroid.
Metroid Prime tells you through the scan logs which add to the atmosphere anyway and Super Metroid is told almost entirely through level design and gameplay sequences.
http://gamrconnect.vgchartz.com/profile/92109/nintendopie/ Nintendopie Was obviously right and I was obviously wrong. I will forever be a lesser being than them. (6/16/13)