Well, you did say "good" and not "great" nor "awesometacular", so I can at least be behind fighting games such as Skullgirls, Persona 4 Arena, and basically anything that came from Aksys, in my opinion... However, I would also say that most exceed more in the [individual] character's story than in the overall game's story, especially in Skullgirls and P4A's case, to a certain extent...
With that said, the only problem I have with fighting game stories, especially when it comes to their sequels, is finding some way of bringing those that are just getting into the game's story mode up to speed to what's been going on since the last game(s) in question... and I applaud BlazBlue for doing something like that in both Continuum Shift Extend and Chronophantasma in their own right... I'll also applaud Super Smash Bros. Brawl, for example, for basically just acting like this is the only story you would need to know for that game in particular...
Overall, OP mentioned some pretty boss choices beforehand and I feel like most work better at telling [individual] character's story than they do at the overall story with only a few exceptions that others have mentioned... Any other details were stated better than I ever could, anyway...