Silent Hill 2 - I would dare say that this is perhaps one of the few video games that I can have an entirely intellectual discussion about in terms of the actual content of the game (rather than simply mechanics or individual aspects) with a straight face. As opposed to a number of games, it demonstrates actual character development, rather than simply throwing transitive details about a character that have absolutely no natural impact on the story. It also happens to be one of the few works of art, not just in terms of video games, to do ambiguity right. Rather than hand waving everything as simply another boogy man or evil organization (which was probably the greatest downfall of every other game in the series), or just leaving everything hanging, it leaves open the question of what caused everything while still resolving the conflict.
Fallout 1 -This is possibly the only game that has ever made me think about my choices. Why? Because it uses permanent penalties (the time limit) right. Do the quest the good way and waste precious time? Do the quick and easy way possibly saving your home, but doing great evil at the same time? It's one of the few games that acknowledges that the reasons people would do bad things in the real world don't apply in the game world, so it gives a reason to harm. It's thoroughness vs. expedience, which is far more profound than good vs. evil.
Portal- Two words: Scaffolded learning. In all my years of playing video games, I've never seen a better example. It also has just the right amount of narrative to drive the game while not interfering with the experience. The conflict is simple and concise, but leaves enough open to allow for the player's mind to best fill in the gaps.
Deus Ex- How ludic choice mechanics should be done. Notice how most video games give you a couple of options, then you simply pick one, generally knowing the finite number of options. Deus Ex works because, while the options are still ultimately finite, the number of them is left ambiguous. Once the player discovers that there are options available which the player is explicitly told to avoid choosing, it suddenly creates the illusion of an open ended question, thus shrouding the actual limits of the game.
Amnesia: The Dark Decent- Player disempowerment at its best. Most video games tend to revolve entirely around direct, aggressive conflict resolution. This let's players get into a comfort zone. Once in the comfort zone, it often feeling contrived when they are taken out of it. Amnesia solve the problem by simply never letting the player get into a comfort zone.