Any of the original four Silent Hill games, they're all pretty amazing in the story department (well Silent Hill 2 is quite shit in the plot part of the story but it presents itself well in everything else). Silent Hill 4: The Room in particular is worth playing just because of it's story. I'd say Silent Hill is probably the king of storytelling.
Portal is also pretty good, it's much more than it's gameplay. At first there's only little things which are hard to interpret but then the plot twist happens and everything speeds up to a climatic showdown with an absolutely fantastic ending (even the current one which was done to allow for Portal 2).
Portal is also pretty good, it's much more than it's gameplay. At first there's only little things which are hard to interpret but then the plot twist happens and everything speeds up to a climatic showdown with an absolutely fantastic ending (even the current one which was done to allow for Portal 2).