Dawn of War 2: Retribution (only the plots that actually make sense though, rather than the ones that, while fun, have no real reason to exist other than letting the player play through the game as that race).
Skyrim weirdly enough; I never liked Oblivion, Fallout 3 or New Vegas, but with Skyrim, I kinda feel Bethesda made a satisfying end to the game. Sovngard was actually pretty fun and the final fight pretty good, if rather short (my archery was ridiculously buffed by something like 260% extra damage with a skill of ~70 with a lot of perks and a Legendary quality Daedric Bow.)
Shogun: Total War - the ending cut scene where it flashed to present-day Japan was a satisfying conclusion to campaigning.
Mass Effect 1; not much I can say besides that I really enjoyed it.