Final Fantasy 7
the story, the characters, the whole game just felt epic, i've never felt such connection with characters in a game before, first game i played that tugged at me emotionally.
TES - Morrowind
Lost count of the hours i sank into this getting lost in the adventure.
Most recently i think BF1 campaign left a big impression on me, I wasnt sure what to expect from it, its amazing how emotionally attached you become over characters over a couple of maps without having a lot of time to build the characters story.
I mean i've just finished watching a the cutscenes again, that mixture of hauntingly beautiful music, dialogue and stunningly beautiful scenery, all mixed in with the harsh brutal realities of warfare, all comes together so well.