Most games that attempt to be serious or important need better writing. Action games like Bayonetta certainly don't need good writing (although it certainly would have helped) but games that aim to enthrall the player with stories generally aren't pulled off all that well in the gaming industry.

The first that came to mind when I saw the thread topic was Final Fantasy - first because it's generally my favourite series, and second because it desperately needs a kick in the ass in the writing department. Square were really on the right track with VI and VII (back in the mid-90s!) but haven't developed from there at all. In fact, I'd argue they regressed as VIII, IX, X, and XIII are all complete and utter messes story-wise. They aren't just confusing; they don't make sense and rely on cheap tricks to surprise the player. That's inexcusable. (And I'm not even mentioning the obscene use of cliches and fanservice, which is usually enough to kill the effectiveness of any story.) XIII is particularly badly done. I've never seen another game show me one thing in cutscenes and then reveal something else in the in-game codex. Hell, since when is a codex used to reveal a major plot-point not touched on by the in-game action? Shameful. I hope SE will learn from this, but I know they won't.

Another series that came to mind is Metal Gear Solid. I remember 1 being solid enough, if silly. 2 was an absolute monstrosity. 3 was not so bad either, if I remember correctly. Overall, the series is not terrible, but taken as bigger picture, it's embarrassingly silly. I've never played 4, and can only assume it picks up where 2 left off plot-wise. I can't speak to it's quality, but generally when two further games are required to clean up the mess of one, it's generally due to sloppy writing.

Oh, and the bloated and overwrought dialogue. Shut the smurf up, Hideo.