Chess. Best ending ever: the king takes his last step, and FPS Doug yells out 'BOOM! CHECKMATE!' I proceed to take a shit on the other guy's chest while he complains about the lag and how my queen 'warped' toward his king.
Baldur's Gate, for the way it is written and executed.
Metal Gear Solid had no story. Everything was a twist for the sake of being a twist. MGS5 will start with this revealing cut-scene where you will discover that what happened in the first four episodes was all bullshit, and the twist is that you are a halucinating Vietnam War veteran living in the 1960's, nicknamed Big Boss, who was injured in the war and is on an LSD trip with visions of grandeur. You were not a great soldier, and your legacy did not actually fuel the wheels of world conflict. Hideo Kojima is a figment of your imagination because you forgot that the Japanese were not what you were fighting in South East Asia. The trip was that he was tormenting your existence by putting you in a horrible story of no point or relevance. Waking up, you realize that you did not in fact vanquish him triumphantly, but that the drugs simply wore off and that you're still homeless. You take two steps and get run over by a truck. The game ends. My name is on the credits.
You just lost 60 bucks.