Playing the beginning of the female city elf story in Dragon Age Origins after watching my best friend play through the male one. It made me realize how amazing the game really is, even if my character's husband-to-be was painfully obviously gay.
Yeah, I know it's recent, but it was some of the most fun I've ever had.
And, the MOST fun I've ever had playing a game in my life is, surprisingly, the fight against Zexion in KH Re:CoM, when you're playing as Riku. I lost like ten times and had endless amounts of fun every single time. Usually I'd be frustrated or angry, but I was just giggling and happy every time. It was very strange. Before that, I'd never really had FUN playing a game. As a matter of fact, I don't think I've ever had that much genuine fun PERIOD.