Gears of War 2 and Mass Effect 2.
Closest it comes for me. Simply judged on the basis of how many times did I go "I'll go to bed after this level. ..After this level. ...One more level." And so forth.
ME2 I expected to be good. It was awesome.
GoW2, I'll be honest, I wasn't sure. Can't remember why, but I gave in to the fact that pretty much everyone else thought it was brilliant and my dislike was unfounded, and was delightfully pleased at how intense, fun, well made yet also sometimes terrifying (Carmine, may you rest in peace) the game was. I know I'm not the first saying good stuff about it, but I finished it an hour ago =p