I’m sort of partial to Eternal Darkness. Everyone is a part, but nobody knows what part they play.
Another Planescape: Torment devotee here, though I’m also geeky enough to have caught the Diablo 2 reference earlier in the thread – I tell ya, any game that actually has a Secret Cow Level … 
Deus Ex and Thief, for me. Xenogears, an under appreciated PSX RPG, had an outstandingly complex story. It wasn’t the best, but it was by far the hardest to grasp.
Both games called Final Fantasy III - the real FFIII, for NES, and VI. FFIIIj has a neat bit where the Warriors of Light find out the heroes the last time the world was threatended were the Warriors of Darkness. Balance, man, Balance!
FFIX. I like FF games. IX was really enjoyable.
Warcraft I-III. Just to watch how the world evolves along the course of the series.
Dragon Quest V and VI (which weren’t officially translated. :p)
(Teehee…Nethack)
I’d say either GTA3 or Max payne (both made by rockstar)
Darn, someone beat me to it. You have to give props to a non-RPG that has such a non-linear plot in the first place, but it’s also done so well, and with excellent dialogue.
Zak McKraken and the Alien Mindbenders.
It explains every “unexplained” phenomenon in the world. From the Nazca plains figures to Elvis. Plus, the protagonist becomes a yak at one point.
Zak and Annie were the original Mulder and Scully as far as I’m concerned.
Sam and Max Hit The Road, just because it’s so damn funny.
Metal Gear Solid, because I really cared about the characters. MGS2’s story sucked, though.
Wow! Someone else has actually played it! My favorite bit was where you make a space-suit out of a wetsuit, an airline oxygen tank, a goldfish bowl, and duct tape.
But put me in for Torment.
I’ll second Max Payne. The dream sequence stuff was amazing.
Just storyline alone, I’d say Grim Fandango or Full Throttle, but they’re not my favorite games.
And I do have to admit that Final Fantasy IX had me tearing up at the end; I just loved that game and I can’t really explain why.
If I can expand it from just storyline to setting, characters, and presentation, it’s easier: Jet Set Radio, Ico, Sam and Max Hit the Road, the first three Monkey Island games, and Suikoden 2 and Suikoden 3. The plots themselves are pretty forgettable, but the way they get there is just awesome.
Hmmm… I haven’t actually played many of the games mentioned above. However…
My current favorite game plot: Soul Reaver 2, and by extension, its affiliated games. Finally, a game with good time travel mechanics!
I’ve played it too. Fun fun fun.
Good and Evil battle it out in a disintegrating world as monsters who reside in lava and nasty-tongued pterodactyls act as foils. Although they are mounted on ostriches, the combattants fight unselfconsciously and with honour. It’s just like my real life on so many levels.
Of course I’m talking about Joust, you got a problem with that?
Planescape: Torment, the Baldur’s Gate series (as it’s all one big story), and Sid Meier’s Alpha Centauri get my votes.
While no single game in the series deserves to be mentioned in this thread, the entire world of Ogre Battle is so immense and interwoven with plots of one game affecting the other it’s breathtaking. Sometimes its scary how real yet imaginary this world is. People die and nations are overthrown. Good becomes bad and bad does good. The overall plot is quite gripping even though every game involves a different entity seemingly trying to take over/destroy the world.
Ogre Battle gets my vote for a series.
The Final Fantasy games all rank near the top, but I gotta go with FFVII for my number one pick.
Longest Journey
Sam and Max
Infidels.
The best storyline is Pong.
“AVOID MISSING BALL FOR HIGH SCORE”
Anything else is chrome.
Planescape Torment, its not a game, its an interactive novel.