Because I only have one game that even does it correctly to work with, I'm just going to pick the specific parts of it.
Final Fantasy VIII. Most romance in video games, especially JRPGs, (and especially those with voice acting) tends to be portrayed as a series of random grunts, giggles, blushing, repeating each other's names with the elipses tagged on the end, etc. FFVIII, for at least a few scenes, shows the genuine kind of connection that a couple makes through simple dialogue and revelations about the characters to each other. Namely, the scene on the Ragnarok*. It displays the character's differences, and also what brings them together.
We're also shown Squall's torment over Rinoa. In his various scenes of solitary character development, Squall constantly thinks about her.
The hurricane of adoration, intra-and interpersonal torment, obsession, longing, and each other emotion that makes up love as a whole is portrayed pretty well. However, our female lead, Rinoa, lacks a bit of character development, thus making her a bit too mysterious, (although that can work, and FFVIII does use it somewhat to it's advantage: love can strike at any time, at any person) and why exactly she finds Squall so endearing is never really revealed, although it's safe to say that, like many women, she found him tall, dark, and handsome.
So, basically, FFVIII only really fails to show a double-sided romance. However, I still find it the most endearing and most empathetic romance I've yet seen.
*Fuck you, I liked "Eyes on Me". The lyrics aren't bad, and it's really only the arrangement of the music itself that should make it feel overbearing at all.