There are many here I agree with.
One that isn't mentioned though, is the twist in oddworld: strangers wrath. http://www.gamerankings.com/htmlpages2/915256.asp?q=oddworld
DON'T READ THIS IF YOU ARE GOING TO PLAY THE GAME SOME TIME IN THE FUTURE(SPOILER)
This game is about a cool animal that run around with different weapons and hunt down other evil and wanted animals in a western themed game. Apparently, he is saving money for some kind of surgery. At a point later in the game, you get captured by a gang, and when they remove his pants they found out that he has four legs, that he can run like 80kmph and that he is an animal type who is nearly extincted and has the highest price on his head of all (surgery was to remove his legs). I felt like some crazy cow on the loose in a big city, when beating the bad guys to dead, jumping out the window and trying to run out of the city. And the people that used to bee your friends, shouted stuff like "freak!", "hold on, I want that head!", or others that would run away from you, terrified.
Later you help some other freaks who is poor as hell and worship you and give you cool weapons. And in the end, you even manage to kill the wrong guy, or something like that when fighting the last boss. He was the other one left of his specie and the real evil guy survives if I remember correctly
(SPOILER)
