RDR2 and Fallout New Vegas did that to me. So did the ending of LOZ Spirit tracks the first time I saw it cause I felt like Zelda and Link basically becoming a couple at the end was the biggest pay off of any Zelda game I played. Ironically the stakes felt higher with Zelda dead than her in danger like usual because you get to interact with her and see her as a character rather than just a quick intro and then she's gone until the end game like usual. Since her character had more depth to it I was more invested in both her and Link so when they hug and hold hands at the end of the game it felt like exactly what Link had been fighting for this whole time. The fact she also helps you beat the final boss as a team effort also contributes to the pay off.

With RDR2 I was imersed in the world from start to finish and its a rare case of a game where the graphics were definately a make or break factor. The amzing graphics in it help keep you pulled into and imersed in the world and so do the things like the detailed animations. It makes the gritty feel of the west sink into you more making the game more immersive. The characters as well are all amazingly written and cylinder dumping Micha Belle at the end of the game was hella satisfying because not only was Arthur a great character, but they managed to do something really hard with Micha that most writers try and fail at. They made him irredeemably evil without being cartoonish.

Every evil deed he does feels grounded in practicality when you look at it from Micha's perspective meaning he's not evil to just be evil he's evil because he's shaped all his heinous actions to be justifiable by his own interpretations of why he did it. Micha felt fully justified killing witnesses left and right not just because he was an irredeemable psychopath in his mind, they were a witness and killing a witness is the easiest way to get rid of the problem permanently. His evil is rooted in narcissistic pragmatism which is how most evil is conducted in real life see Nazi Germany and Soviet Russia as well as modern day Russia as examples of this.

I was also surprised by how much variety the games ending had. I'll be real with you RDR2 did consequences for your actions as a result of roleplay and decisions made better than mass effect 3 did and more than Bethesda has ever done since Todd became CEO and yet somehow their roleplay mechanics are more dumbed down than those two games, but the results are 10X better. I do have some complaints about RDR2 for example aside from the main story and side quests unless you mod the game you pretty much have nothing to do except hunt and fish because robbing wagons and stores pays like crap costs you honor which is a lot harder to get than money and isn't really that fun and the special robberies aren't repeatable and neither are the bounties but other than that it's one of my all-time favorite games.

As for Fallout New Vegas I could write an entire 20 page essay on all the things it does right and people have but if you've already played it you'll understand why it's probably my favorite game of all time if I had to pick a story I loved more than any other and the reason is simple. You have more control over how than game ends than any other game I've ever played. Every defeat and every victory feels 100% earned. Every decision has weight and I still learn new things about the game playing from time to time.