Those games almost all have terrible stories. If you're looking for some good story driven games...
Planescape Torment - It's an old D&D based CRPG with an extremely interesting story about a man who can never die with no memory. It takes place in a city that is the crossroads between many worlds and is centered around a simple question, "what can change the nature of a man?" It's very philosophical.
Silent Hill 2 - James Sunderland, still grieving the death of his wife years ago, receives an impossible piece of mail. A letter supposedly from his dead wife telling him to meet her in the place they used to take vacations; Silent Hill. With nothing to lose, he makes his way there, only to find the town abandoned and filled with monsters. What follows is a terrifying trip into insanity where James will learn some things about himself that he doesn't want to face.
Sleeping Dogs - It's a pretty generic open world action game with one saving grace: The story is awesome. If you're a fan of classic Hong Kong action movies like me this game will get you pumped up. It's about an undercover cop in the Triads who gets just a little too deep for comfort.
To The Moon - Travel backwards through the memories of a dying man to find the point where he lost abandonned dreams, and realize that to change that you would risk the love that made his life rich. This game will make you cry. It's about 5 hours long and I spent half of that time crying. The piano soundtrack is very beautiful as well.
Pathologic - A very creepy Russian horror game about a town suffering from a supernatural plague told over the course of a week. This game utilizes extremely effective surrealism and has a very self-aware, meta sensibility to it. It's about a lot of things, both in the world of the game and the real world outside of it, and sometimes you don't know if characters are talking to your character or you, the player.
Knights of the Old Republic 1 & 2 - Wonderful Star Wars RPGs set thousands of years before the prequel films. Before Bioware got shitty, KOTOR were some of the best RPGs going. The first game has an extremely good twist, so don't let anyone ruin it for you.
There are loads more but these are the ones off the top of my head.
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