I really liked Bastion.

As a wildcard (my first pick is already here) I put forward Pathologic. I've never played it and playing it seems torturous, but it's absolutely an amazing game with an powerful immersive story. Or perhaps, it's an amazing game which is a powerful immersive story. The game mechanics are a story-telling mechanism, rather than a mere medium to overlay story onto.

Hbomberguy video: Pathologic is Genius, And Here's Why

CrossCode. Excellent fluid combat, fun puzzles and an interesting concept. But most of all, the story is great and the characters are really good. You just can't help but love the characters the more you play I feel. Give it a shot, it's good.

Howling Dogs: https://xrafstar.monster/games/twine/howlingdogs/

It's a little Twine game that you can enjoy just in your browser (see link above), but it's great.

I’ve been playing the System Shock remake, and it’s been a dream!! It could be a tad more hand holdy, particularly with actually presenting the story, but it’s very true to the style at the time, leaving you to just explore an “abandoned” space ship to figure out what happened. It feels very Bioshock, meets Metroid, meets Marathon, meets Alien Isolation.

Metro 2033, and I’m fairly confident the 2 sequels, has also been running very smoothly. I plan to do a full play through of all 3 games having played the first 2 zones of metro exodus years ago and falling in love with the world building. Something I realized I was missing in a lot of games was full voice acting. If there are captions/words/subtitles on the screen someone is saying them out loud. I guess in world words like posters and such no, obviously not, but even the “loading screen” are these lovely journal/map moments, reminiscent of travel transitions in old films. They come with a fully voice acted paragraph to make it not feel like a loading screen at all, but a transition in the “film” or chapters of the game. This makes sense being based on books. The story is just given to you so well, while also allowing enough freedom to make it feel like you are an active part.

It is probably been said, but roll with the failures in disco elysium, sometimes the failures bring out a better result. It systems do a great job commenting on your decisions and whether you do your job as a cop or not, it still drives across a very human story

In regards to a game with a good story, I can say OneShot surprised me. It breaks the 4th wall by having you be the character that guides the protagonist through the world as they wake up in another world and go on a journey trying to get back. Simple graphics and one has to read everything, but by the story's end was I left feeling some emotions in regards to its conclusion.

I'm surprised no one has mentioned Final Fantasy 14