Fire Emblem Path of Radiance/Fire Emblem Radiant Dawn: I list them both because of each game has an excellent story line and Intelligent Systems did a brilliant job of connecting the two titles and showing the games story from all sides. Whether it be for Crimea, Daein, Begnion, on the Beorc side of things or from Gallia, The Bird Nations (Phoenicius, Kilvas, Heron Tribe), and Hatari's perspective on the Laguz side of things.
Mass Effect: The storyline to Mass Effect is the epitome of deep. It goes into details that it doesn't even half to. This is in spite of the fact that you character can be customized from a background standpoint. Each race has a detailed history, the characters are the definition of lifelike. The bluntness of Wrex, the endless curiosity Tali, the child-like innocence of Liara, the toughness of Ashley, I could go on but its making me want the sequel and so new DLC more.
Baten Kaitos Origins: This game took the original and fixed everything that was wrong with. The Story line was unique and well thought out. I won't spoil for anyone doesn't care to know but when you realize who your lead two characters are you can't help but feel sad.
