Skullwaker on 15 July 2015
Wind Waker HD. I also thoroughly enjoyed Bayonetta 2's story despite it being silly.
I've also heard good things about XCX's story and Genei Ibun Roku #FE seems like it will have a good story as well.
Edit: OH, and I've watched a bit of Fatal Frame: Maiden of Black Water and the lore of that game seems pretty deep. Can't wait for it.
