Truly 'smart' games?
Well a lot of 4X games would probably fall under that category.
As far as stories go... well games never really have gotten a hold of originality and the ones that try usually fail badly. Fallout 2's story was far from engaging to me and thats probably the best one I can think of. Thus I prefer the cliche little stories such as FFIV that are entirely predictable but nonetheless entertaining.
Edit: I think I'm missing the point here actually. Yeah Fallout 2 and stuff have 'intelligent' stories, they require character decisions and choices that strongly effect the game. My problem with them is that I don't really feel they emotionally affect the player, which should be the aim of a story in my opinion. Therefore Fallout 2 is perhaps the smartest game, but its not the best story because of it.
