Xenogears, but for good reasons. It's difficult to take in the story as its coming at you, but even when you don't understand details or characters being presented to you it's still ripe with mystery and "holy shit" moments as everything eventually comes together. It's that convolution that keeps everything ticking to some degree. The well written characters also help :P. And even when you look back at it after you complete the story, there's so much that happens it feels almost like a world with a long drawn out history behind it...sort of like ours.
Even the real world has a pretty convoluted history. Some societies were buried by conquerors for instance, and we will never know if lets say certain cultural aspects/items/inventions from some countries originated from them. They could have stolen a few that we all now take for granted as their culture.
Lube Me Up
