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I gotta join Shion with Xillia. Not only was it a recent, and lengthy (not to mention supremely enjoyable) JRPG that I actually managed to finish, I got to enjoy it with my girlfriend, and it had the profound effect or revitalizing my love of not only Tales games and JRPGs, but just more games in general. It rekindled something inside of me, and now I'm playing older Tales games, and Ys games, and all sorts of stuff again
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Mass Effect as a series had me emotionally hooked from start to finish, especially after the events of the second game and seeing everyone you've looked out for up to that point come along for the ride. No spoilers of course, but the final hour or so of gameplay is currently the most incredible single gaming experience I've had, and probably will be for a long time. Sure, several older games as a game have had more of a lasting impact but those final moments as Commander Shepard were close to perfect. I damn near wept by the end.
The Walking Dead for me as well, that was an emotional rollercoaster.
Also one moment that will stay with me is a scene in Tales of Vesperia, there's a character called Ragou, who is an imperial councilman. Long story short he's as corrupt as they come and effectively gets away with it after being caught red-handed, and at one point our hero Yuri simply walks off screen one night and (SPOILER)straight up murders him. That... was unexpected, I've not seen something like that in an RPG before.
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Mostly what everyone else has mentioned. Flower, Portal, ME, etc.
I also loved the simple aesthetic and simple control scheme of Limbo.