Planescape: Torment
A masterpiece of literature and, in my opinion, the greatest example of "high art" in video games.
Baldur's Gate II
Equally funny, epic, disturbing, and heartbreaking, this game is both massive and nuanced in tone, style, and approach.
Final Fantasy Tactics: War of the Lions
The best dialogue in a JRPG that is reminiscent of a Shakespearean drama.
Anachronox
A hilarious fourth-wall breaking sci-fi epic with a disarmingly large amount of heart.
Fallout: New Vegas
A complicated and home-hitting morality system in a realized and living world where every detail, random, and plot point is impeccably written.