Probably Mass Effect 2, Fallout 3, Oblivion or Metro 2033. Metro 2033 was a really under looked title for me, which really had a very tight hold on me from the moment I set down to play it. Something about the tunnels that were just a little off, the contrast of the hostile, ugly looking Tunnels being so safe, and the safe looking but incredibly hostile, though beautiful, frozen city above, that just kept me playing. I actually felt a little sad whenever your companions die in it, and Artyom's monologue throughout helped flesh him out as a character, especially the way the ending monologues would subtly change depending on whether or not you had picked up on the signs throughout the game, and what you had done, giving a slightly different tone and character to Artyom.
Skyrim and New Vegas are probably going to join them at some point, I'm playing through them a lot right now.