I like games that use humor to strengthen the story. One of my favorite examples of this is Sly Cooper, the 2nd in particular, because it's my fav. of the original 3.
I love it because it's a story that sounds tasteless and overused on paper. Trio of "good guy" bad guys have to take back what's there's from people who took it. All over the world and the love interest anti-hero (or villain on how you look at it) making it their sole duty to capture them. Throw some twists here and there and boom, generic. But then you put that with Sly Cooper.
First off, the fact that everything is furry messes up that generic title and makes it wacky. You've got rats as the little minion, and big tough toads and other things as bodyguard sized baddies. The use of the species of animals adds to the humor when you've got silly animals in cloths all wielding strange weapons.
Next, you have Sly himself. He's an arrogant guy who puts his friendship w/ Bently and Murray above even their thieving, their friendship the true metal of a man, and the enemies all being counters of this, by betraying and using people who trust them as puppets. But it's his arrogance that makes him so wacky. Instead of just stealing, he taunts them, calling attention when he can afford it so that his targets watch their own demise. Toying with them like a cat does a mouse until it's time for him to run away, leaving their beaten and broken selves alone with the anti-hero cop. His lines and interactions are just great.
And then you have the story. As generic as it sounds, it's quite cleaver. The locals, how they get there in just a van all over the world is beyond me, but they make it work. When Sly talks to Bently in cutscenes, he plays with his friend, adding in the joshing insults that guys do. Then you have the missions in the story that are so crazy you can't believe they work. I won't spoil any of them, but the circumstances they have and what everyone in the gang does is just great.
I love Sly Cooper because it's a serious setting in a goofy world. Think of Who Framed Roger Rabbit. You have the detective, trying to solve a murder and a serious crime, and he's being bombarded by cartoon characters singing and laughing and dropping anvils everywhere. The best humor is this. A serious setting and thing put into a complete opposite world.
Ratchet and Clank and while I haven't played it, Jak and Dexter are like this as well. The comradery, the generic, bland story given to characters who the opposite, it's the best formula. I find that it makes these games better.
CoD and Halo are fun games, but nowadays I feel that the "patriotic hero" character has been done to death, and while CoD's MW franchises have some impressive story aspects, CoD4 being one of the best stories I've ever played for example, the settings in them get old. The best stories have the story in the right setting, humor or not. That's what I've found at least