Max Payne has some great voice work, although there are some bits that are poorly scripted or ones where the voice actors don't match the tone of the situation. Overall the voice actors are really good though, the lines especially near the end of the third one, the ones that are plot twist revealing are REALLY good.
Also, the voice acting from StarCraft has been good at some times. The opening voice acting scenes from Heart of the Swarm are really good. The line Raynor says about "moving heaven and earth" to bring Kerrigan back was really good, although alot of the banter in the game is stupid.
GTA4 had some good lines, especially when Niko finds the person he had been looking for.
While the voice acting wasn't good from a technical standpoint, I really loved the voice work by the protagonist in Saints row 2, since they used the same script for all the different voice actors, meaning the Cockney accented guy had to say things that don't fit the accent. Notably how he has to say mother fucker a lot which means most of the time it comes off as mahtha facker, which makes things even more funny.
Also, already been mentioned but Bioshock, specifically Andrew Ryan, Atlas, and Fontaine all did great voices, Ryan had the best by far but Atlas' voice over for when that submarine explodes was pretty good.