Telltale's the Walking Dead. Every decision felt so personal and every character so alive - I mean, they were extremely plausible at a zombie apocalypse. Their actions and emotions were what you would think a ordinary person would do. Also, every hard decision was heart-breaking and every tense moment was frustrating. (like when you had to choose chopping Lee's arm, killing him or not, when that russian asshole shot Clementine, dealing with the pregnant woman from season 2, etc)

Emotions?
* Confusion & Boredom: Countless Atari titles. ET, certainly.
* Rage: Countless NES titles.
* Excitement: Arcade games, Sonic the Hedgehog.
* Wonder: Chrono Trigger (I also remember feeling heroic as shit in the beginning, jumping into the portal with the main theme playing).
* Shock & Dread: Resident Evil.
* ********: Final Fantasy 7 (forget Lara, it was always Tifa & Yuffie).
* Weepy: Final Fantasy Tactics.
* Mature: Metal Gear Solid.
* Lost: Elder Scrolls 3.
* Nostalgia: Sonic 2 with my nephew & niece.

Definitely Max Payne. I played it when I was like 6 or 7. I always remember feeling really sorry for Max and his fucked up life.

Final Fantasy VII - Aerith, Red XIII, and the ending.

Valkyria Chronicles - Permadeaths, and Isara Gunther.

Metal Gear Solid - Sniper Wolf

These are the games that put me to tears, and their reasons.

I can only tell that friendship in Suikoden 2 was really moving for me it's the first game that really got me to focus on the story, if I tell every detail on how it really pulled me in due to events happening in the game, I'll just spoil it for everyone who might try it :D.

Rogue ms-dos 1983 Confusion, anger.
It didn't help I couldn't read English yet so had no clue what was what most of the time. I did know I was probably screwed when I ran into certain capital letters.

The Legend of Zelda: Ocarina of Time. I played it at 6, so it obviously had some emotional impacts on me, mainly the Zelda/Sheik story and revelation and the ending. So strong for the time.

Hmm, I don't quite remember my 1st one, but maybe one of them was from Fragile Dreams?

You could say it carried out through the whole game. You're alone in a world pretty much empty of life trying to find another person, and you meet someone and chase after them all through the game.

You meet some new people and eventually become friends along the way, but you have to part with them, and each time, it was rather sad for me. That game was one that filled me with a lot of emotions... : (

Probably one of my earliest was PMD 2 (a game that I constantly go on and on about it seems ) Watching the ending and seeing the effect it had on my partner was heart wrenching and it's a scene I'll never forget

The beginning of Last of Us choked me up so hard I couldn't bring myself to play the rest of the game.

But the first emotional response I had to a game's story was Final Fantasy V when Galuf sac'd himself.