Final Fantasy VIII was the first game to really ht me, I was and pretty much still am Squall, personality wise anyway, all the decisions and expressions we're identical to my own, then having Rinoa taken away whilst being duty bound to do nothing, finally doing anything within his power to get her back, hits me every time, we all want a fairy tail ending
GTA IV hit me as well, when they killed Kate. I immersed myself so much into the game I went into a blind rage, like I imagined Niko would have.
Fallout 3 was most recent, just seeing a possible (although alternative) future was just like, wow