Sid Meier's Alpha Centauri which not only does hard sci-fi better than any other video game I've ever played, but does it better than most books as well.

Morrowind does an amazing job with the world and lore, but the characters can admittedly come off as a bit stilted.

Deus Ex and Deus Ex: HR are pretty all around brilliant when it comes to writing.

The Walking Dead. I haven't finished it yet and it's already on the list. Great dialogue.