I can actually think of 2 recent-ish games that had more enjoyable storylines than most movies, those being The Wolf Among Us and Bioshock Infinite.
Yes, the actual FPS aspect of Bioshock was subpar, but I found the storyline and world-building utterly gripping, and probably my favourite take on the alternate timelines concept.
The Wolf Among Us was just fascinating, such an interesting take on Fairy Tale tropes and not cheesy like Once Upon A Time. The comics were great too.