Bioshock. A work of art in every sense, everything polished to the pinnacle of perfection and one of the most interesting and immersive worlds ever created. It can only be really experienced in a game, in my mind, because the story works because, unlike many stories, which are also good in their way, Bioshock's twist makes you feel like you've been betrayed yourself, since you are playing the game.
As if half of that wasn't enough, it also says a big "fuck you" to the whole 'realism of concept=good' arguement; you play as a man who finds a fully functional (Well, not at time of playing but it was) underwater city, where people have mutated themselves to shoot bees out of their wrists. Yeah.