Metal Gear Solid 2. The reveal at the end has stuck with me because 9/11 happened a couple months before and it was so poignant and apropos that my heart rate jumped for the entirety.
Deus Ex. For the same reason as above but in the opposite direction time-wise.
Outer Wilds. Like most have said. Amazing game.
Black & White. Playing god had never been so much fun.
Thief. Stealth in a way that had never been done before.
Morrowind. First RPG I wanted to do every little thing in.
Grand Theft Auto: San Andreas. I grew up in LA during the 90s. This game was the closest thing to using a time machine. The amazing story was just a cherry on top.