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I'd have to say Earthbound, Mother 3, Skyward Sword, Xenoblade Chronicles and Majora's Mask in terms of 'traditional' story (e.g. cut-scene driven narrative). I haven't played many of the older Fire Emblem games so I'm interested that a few people put those as being strong narratives. I have to say I preferred Shadows of Valentia's pared-back approach in terms of narrative and aesthetic over Fates's smorgasbord approach, and felt while the narrative was simpler, the twin-paths approach was really engaging. It's one of the stronger (recent) story-driven Nintendo games I've played.

In terms of world-driven story (atmosphere, aesthetics, architecture, environment, optional back-story) I'd say Breath of the Wild, Super Metroid, and the first two Prime games. None of them do much cut-scene wise, and none of them thread a persistent overt narrative into the game in a particularly strong or consistent way, but in terms of what you can learn simply through playing I think they're first-class.