I`m with the Fallout diciples. The Fallout series is a perfect example of compelling storytelling mixed with engaging gameplay. I still think Fallout 2 had a better story than Fallout 3, but that could be because it was the first in the series that I played, and it sat the standard.
However, I remember playing doom 3 awhile ago. You could "hack" or whatever these computers, and you could access websites (irl) that took the story a bit further. Shady company sites, projectionplans on orbiting satellites etc. Too bad you had to alt-tab the game everytime you wanted to check those pages out (or did you? I never figured out another way). Anyway, those little "stories" really made my day.
And Deus Ex. Ofcourse. Awesomely made, one of the few games where I actually became angry at the antagonists.
And this is officially my first post. Hooray.