Half Life 2. I've killed a million aliens a million different ways, but nothing sticks with me more than seeing a run-down Soviet bloc being terraformed by an alien threat.
I love the idea that the Combine don't even have the time to turn the world into a desolate wasteland. They just tell humans to obey, and make a police state out of it's own populace by giving the ones willing to serve stimulants, alien technology, and a stable living situation. You could actually see this scenario really happening, where the invading aliens are so powerful that most of the world doesn't even bother fighting anymore. And the designs of the Hunters, Striders, and gunships were intriguing because you see that you aren't the first planet that's met the Combine. Add to that hints that the galaxy is packed full of wild aliens and extradimensional entities, and you've got a sci-fi world that's utterly bizarre but at the same time just recognizable enough to make you invested.