BioShock Infinite, Chrono Trigger, System Shock 2, Morrowind, and Gothic II all immediately come to mind.
BioShock Infinite has one of the most unique and compelling stories and atmospheres in any game ever, and all the extremely subtle hints to the plot twist that you look back and see are just amazing. Such a thorough and amazing story that I'm more than willing to forgive the at times dull gameplay because that isn't what this game was about. The game was art, and it's a masterpiece no less. It's my favorite game of all time, and the era-appropriate covers of songs from now until then is something I love because it's just one of the many little clues of the true nature of the story that you might miss the first time through. It's just crazy and I love this game for being so artistic and inspired.
Chrono Trigger because of the geniune emotion it makes you feel and compelling story and innovative gameplay, plus one of the most bitchin' soundtracks in any game ever.
System Shock 2 for all the reasons BioShock is considered one - if you put the first BioShock as a thing on here, you really should take note that System Shock 2 is basically the original BioSShock, because BioShock is really pretty much the exact same thing but reskinned and with toned down difficulty, gameplay elements, and atmosphere. The last one in particular is saying something because BioShock had great atmosphere
Morrowind for giving that feeling of grand adventure and maintaining an amazing and unique atmosphere all while keeping the open ended exploration a thing. It's really the best game in TES, and you should really check it out if you like that series. Another great soundtrack, by the way Gothic II for feeling so real. While many would consider its graphics dated by today's standards, it really was the original Skyrim in terms of having NPCs with distinct personalities and daily lives and schedules. This game is older than Morrowind, mind you, and Morrowind had very sterile cities and NPCs. Gothic II gave the NPCs personalities, routines, schedules, and lives, and the world around you just feels so alive. Unlike Skyrim, it had a lot of soul without having to be modded constantly and it wasn't dumbed down in the slightest. Even the most experienced RPG enthusiast would have trouble with this one. Very unforgiving and difficult RPG with a very alive world, and that's quite the accomplishment for 2002. Underrated gem, for sure, and I dare say I like it more than any games in TES.