My personal favorite is in Braid and it's not close for me. If you haven't played it, I highly recommend it and it's $15 on Steam, though it is on sale pretty regularly. The whole concept of the game is similar to Mario except with some time warping mechanics. It's a 2D platformer and you're chasing after a princess who is captured by your enemy. However, if you just want to hear why it's my favorite, I'll use a spoiler tag.

 

[spoiler]I'm giving you one more chance before I spoil it, play the game.[/spoiler]

 

[spoiler]You go through all the levels trying to get her back, but she is always in another castle. However, on the last level, she breaks free from the evil knight that has captured her. Though you are on a level below her and need to reach the end of the level in order to reunite with her. She helps you by pull the levers on traps that are in your way. When you get to the end she is behind a glass window and this is where it gets good. The game has a cutscene of all your gameplay from this level, but in reverse. She isn't pulling the traps to help you; she is pulling the traps to try and stop you. When see called out for help in the beginning of the level, she wasn't calling out to you, but rather to the "evil" knight. YOU ARE THE BAD GUY. In your mind you were trying to save her, but she didn't need to be saved. There is some open-endedness into what exactly the game is trying to get at because the characters seem to be metaphors within the story itself. However, I have never had that level of twist within a video game and that's what makes it such a unique experience.[/spoiler]

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